+56.2%
SAP vs AU
+688.4%
-632.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | +0.3% | +12.3% | -12.0% | -1.1% |
| 3M | +16.9% | +29.4% | -12.5% | +13.3% |
| 6M | +6.3% | +3.2% | +3.1% | +5.0% |
| YTD | -12.4% | +31.8% | -44.2% | -16.2% |
| 1Y | -21.6% | +83.4% | -105.0% | -28.3% |
| 3Y | +54.8% | +623.1% | -568.3% | +14.4% |
| 5Y | +56.2% | +700.5% | -644.3% | +6.3% |
| All | +56.2% | +688.4% | -632.3% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling