+1,370.8%
AMAT vs SAP
+222.2%
+1,148.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.4% |
| 7D | -2.5% | +1.5% | -3.9% | -3.7% |
| 30D | -26.5% | +8.8% | -35.4% | -30.6% |
| 3M | -28.6% | +12.1% | -40.7% | -34.4% |
| 6M | -14.2% | +34.6% | -48.8% | -33.2% |
| YTD | +45.5% | -2.1% | +47.6% | +37.1% |
| 1Y | +59.3% | -5.5% | +64.9% | +54.4% |
| 3Y | +153.1% | +67.4% | +85.7% | +52.6% |
| 5Y | +158.2% | +74.6% | +83.6% | +48.0% |
| 10Y | +1,370.8% | +224.0% | +1,146.8% | +405.1% |
| All | +1,370.8% | +222.2% | +1,148.6% | +405.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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