+117.1%
AMAT vs SAP
+77.5%
+39.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.5% | -15.0% | -14.2% |
| 7D | -24.3% | +4.0% | -28.3% | -25.7% |
| 30D | -39.8% | +15.7% | -55.5% | -43.7% |
| 3M | -40.2% | +23.4% | -63.6% | -46.1% |
| 6M | -22.1% | +41.3% | -63.4% | -36.7% |
| YTD | +24.7% | +2.0% | +22.7% | +23.0% |
| 1Y | +33.3% | -5.1% | +38.4% | +39.4% |
| 3Y | +133.9% | +82.1% | +51.7% | +34.1% |
| 5Y | +117.1% | +77.2% | +39.9% | +26.6% |
| All | +117.1% | +77.5% | +39.6% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling