+26.2%
SAP vs AS
+120.4%
-94.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.5% |
| 7D | -2.9% | -4.9% | +2.0% | -2.0% |
| 30D | +9.0% | -19.6% | +28.6% | +13.2% |
| 3M | +14.9% | -14.4% | +29.3% | +17.9% |
| 6M | +11.9% | -20.1% | +32.0% | +15.8% |
| YTD | -9.9% | -20.9% | +11.0% | -6.7% |
| 1Y | -19.5% | -21.9% | +2.3% | -16.8% |
| All | +26.2% | +120.4% | -94.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling