+132.8%
AMAT vs SAP
+82.9%
+50.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.5% | -15.0% | -13.8% |
| 7D | -24.3% | +4.0% | -28.3% | -24.7% |
| 30D | -39.8% | +15.7% | -55.5% | -41.2% |
| 3M | -40.2% | +23.4% | -63.6% | -42.5% |
| 6M | -22.1% | +41.3% | -63.4% | -28.1% |
| YTD | +24.7% | +2.0% | +22.7% | +34.6% |
| 1Y | +33.3% | -5.1% | +38.4% | +51.5% |
| All | +132.8% | +82.9% | +50.0% | +34.3% |
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