+171.3%
SAP vs AU
+694.8%
-523.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.1% |
| 7D | -5.1% | -7.0% | +1.9% | -4.5% |
| 30D | -1.8% | +7.3% | -9.1% | -2.5% |
| 3M | +20.9% | +33.2% | -12.3% | +17.6% |
| 6M | +7.0% | -0.6% | +7.6% | +6.3% |
| YTD | -13.7% | +26.2% | -39.9% | -16.3% |
| 1Y | -19.6% | +68.3% | -87.8% | -24.2% |
| 3Y | +52.4% | +592.1% | -539.7% | +24.1% |
| 5Y | +54.4% | +685.3% | -630.8% | +22.6% |
| All | +171.3% | +694.8% | -523.5% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling