+56.2%
SAP vs AUR
-34.3%
+90.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +11.1% | -11.4% | -1.1% |
| 30D | +0.3% | -6.9% | +7.2% | +0.7% |
| 3M | +16.9% | +5.5% | +11.4% | +15.9% |
| 6M | +6.3% | +41.0% | -34.7% | +2.2% |
| YTD | -12.4% | +69.3% | -81.7% | -17.3% |
| 1Y | -21.6% | +14.0% | -35.7% | -23.8% |
| 3Y | +54.8% | +90.1% | -35.3% | +35.2% |
| 5Y | +56.2% | -34.4% | +90.6% | +34.4% |
| All | +56.2% | -34.3% | +90.4% | +34.4% |
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