+513.2%
SAP vs AU
+653.8%
-140.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.4% |
| 7D | -2.5% | +4.7% | -7.1% | -3.0% |
| 30D | +7.5% | -1.5% | +9.0% | +7.5% |
| 3M | +11.6% | -5.0% | +16.6% | +11.8% |
| 6M | +37.6% | -13.5% | +51.1% | +38.6% |
| YTD | -2.0% | +11.7% | -13.7% | -4.6% |
| 1Y | -6.4% | +21.3% | -27.7% | -9.8% |
| 3Y | +67.7% | +545.0% | -477.3% | +31.7% |
| 5Y | +75.7% | +412.0% | -336.2% | +38.4% |
| 10Y | +229.3% | +899.1% | -669.7% | +127.2% |
| All | +513.2% | +653.8% | -140.5% | +308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling