+515.3%
SAP vs AU
+607.0%
-91.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +0.6% | -7.2% | +7.8% | +1.4% |
| 30D | +6.5% | -2.9% | +9.4% | +6.7% |
| 3M | +12.2% | -8.7% | +20.9% | +12.9% |
| 6M | +46.1% | -14.1% | +60.2% | +47.2% |
| YTD | -1.6% | +4.8% | -6.4% | -3.6% |
| 1Y | -5.1% | +11.9% | -17.0% | -7.8% |
| 3Y | +68.4% | +513.8% | -445.5% | +32.9% |
| 5Y | +79.4% | +379.3% | -299.8% | +42.3% |
| 10Y | +230.5% | +837.1% | -606.6% | +129.5% |
| All | +515.3% | +607.0% | -91.6% | +312.4% |
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