+56.5%
SAP vs AU
+624.5%
-568.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +2.6% | +12.8% | -10.2% | +1.5% |
| 3M | +16.3% | +28.5% | -12.2% | +13.6% |
| 6M | +6.4% | +4.8% | +1.6% | +5.2% |
| YTD | -11.4% | +31.0% | -42.4% | -14.1% |
| 1Y | -20.4% | +81.4% | -101.8% | -25.1% |
| 3Y | +56.5% | +618.4% | -561.9% | +29.9% |
| All | +56.5% | +624.5% | -568.0% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling