+63.5%
SAP vs AUR
-35.7%
+99.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | +1.1% | -6.4% | +7.5% | +1.5% |
| 3M | +26.1% | +7.7% | +18.4% | +24.8% |
| 6M | +9.8% | +44.5% | -34.7% | +5.3% |
| YTD | -13.6% | +67.4% | -81.0% | -18.4% |
| 1Y | -18.7% | +15.4% | -34.1% | -21.0% |
| 3Y | +54.1% | +94.8% | -40.7% | +34.3% |
| 5Y | +54.7% | -35.1% | +89.9% | +34.3% |
| All | +63.5% | -35.7% | +99.2% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling