-19.5%
SAP vs AUR
+11.8%
-31.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +8.7% | -11.7% | -3.5% |
| 30D | +9.0% | -5.2% | +14.2% | +9.2% |
| 3M | +14.9% | -7.3% | +22.3% | +15.1% |
| 6M | +11.9% | +41.2% | -29.3% | +4.9% |
| YTD | -9.9% | +65.1% | -75.0% | -17.9% |
| 1Y | -19.5% | +13.4% | -33.0% | -23.3% |
| All | -19.5% | +11.8% | -31.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling