+203.0%
AMAT vs SAP
+62.3%
+140.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -1.5% | -2.9% | +1.4% | -1.0% |
| 30D | -14.8% | +9.0% | -23.8% | -16.3% |
| 3M | -9.3% | +14.9% | -24.2% | -10.6% |
| 6M | +27.4% | +11.9% | +15.5% | +25.9% |
| YTD | +77.6% | -9.9% | +87.5% | +94.9% |
| 1Y | +188.9% | -19.5% | +208.5% | +242.1% |
| All | +203.0% | +62.3% | +140.8% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling