+247.2%
AMAT vs SAP
+55.2%
+192.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.2% |
| 30D | -14.8% | +9.0% | -23.8% | -18.4% |
| 3M | -9.3% | +14.9% | -24.2% | -16.5% |
| 6M | +27.4% | +11.9% | +15.5% | +16.9% |
| YTD | +77.6% | -9.9% | +87.5% | +85.8% |
| 1Y | +188.9% | -19.5% | +208.5% | +230.2% |
| 3Y | +202.3% | +61.8% | +140.5% | +83.8% |
| All | +247.2% | +55.2% | +192.0% | +120.2% |
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