+1,162.1%
AMAT vs SAP
+216.8%
+945.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.4% | +6.5% |
| 7D | -14.7% | -0.7% | -14.0% | -14.8% |
| 30D | -36.1% | +11.1% | -47.2% | -40.4% |
| 3M | -36.9% | +17.0% | -53.9% | -43.5% |
| 6M | -22.2% | +34.8% | -57.0% | -39.6% |
| YTD | +29.9% | -2.2% | +32.2% | +22.4% |
| 1Y | +43.3% | -6.4% | +49.7% | +39.7% |
| 3Y | +142.7% | +75.1% | +67.5% | +41.0% |
| 5Y | +126.2% | +69.8% | +56.4% | +32.3% |
| All | +1,162.1% | +216.8% | +945.3% | +328.5% |
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