+147.1%
AMAT vs SAP
+73.0%
+74.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.7% | +9.7% | +10.7% |
| 7D | -1.1% | +1.6% | -2.7% | -2.0% |
| 30D | -26.9% | +10.5% | -37.5% | -30.4% |
| 3M | -31.2% | +15.2% | -46.4% | -36.1% |
| 6M | -14.7% | +36.7% | -51.4% | -29.7% |
| YTD | +44.7% | -0.6% | +45.3% | +44.1% |
| 1Y | +62.0% | -4.1% | +66.1% | +66.1% |
| 3Y | +165.0% | +73.2% | +91.7% | +56.8% |
| 5Y | +147.1% | +74.1% | +73.0% | +46.8% |
| All | +147.1% | +73.0% | +74.1% | +46.8% |
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