+463.5%
SAP vs AU
+793.6%
-330.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -2.9% | -3.6% | +0.7% | -2.5% |
| 30D | +9.0% | +23.9% | -14.9% | +6.4% |
| 3M | +14.9% | +19.1% | -4.1% | +12.4% |
| 6M | +11.9% | -0.2% | +12.1% | +10.9% |
| YTD | -9.9% | +32.5% | -42.4% | -13.7% |
| 1Y | -19.5% | +96.9% | -116.5% | -26.5% |
| 3Y | +61.8% | +614.7% | -552.9% | +25.5% |
| 5Y | +56.2% | +647.7% | -591.5% | +18.3% |
| 10Y | +180.6% | +679.2% | -498.6% | +99.5% |
| All | +463.5% | +793.6% | -330.1% | +269.4% |
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