+6,906.6%
AMAT vs SAP
+2,542.1%
+4,364.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.5% | -15.0% | -14.3% |
| 7D | -24.3% | +4.0% | -28.3% | -25.9% |
| 30D | -39.8% | +15.7% | -55.5% | -44.2% |
| 3M | -40.2% | +23.4% | -63.6% | -46.7% |
| 6M | -22.1% | +41.3% | -63.4% | -37.7% |
| YTD | +24.7% | +2.0% | +22.7% | +14.3% |
| 1Y | +33.3% | -5.1% | +38.4% | +26.7% |
| 3Y | +133.9% | +82.1% | +51.7% | +60.1% |
| 5Y | +117.1% | +77.2% | +39.9% | +51.6% |
| 10Y | +1,158.7% | +233.6% | +925.0% | +554.0% |
| All | +6,906.6% | +2,542.1% | +4,364.5% | +1,865.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling