+80.7%
SAP vs AUR
-57.9%
+138.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | +0.6% | -4.5% | +5.2% | +1.0% |
| 30D | +6.5% | -16.6% | +23.2% | +7.8% |
| 3M | +12.2% | -38.5% | +50.7% | +16.1% |
| 6M | +46.1% | -49.9% | +95.9% | +53.0% |
| YTD | -1.6% | +9.6% | -11.3% | -4.2% |
| 1Y | -5.1% | +1.2% | -6.3% | -7.2% |
| 3Y | +68.4% | +128.8% | -60.4% | +44.2% |
| All | +80.7% | -57.9% | +138.6% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling