+95.5%
AMD vs SAP
-5.6%
+101.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +2.0% |
| 7D | -15.5% | +1.3% | -16.8% | -15.2% |
| 30D | -22.6% | +15.5% | -38.2% | -20.1% |
| 3M | -5.7% | +22.8% | -28.5% | -1.3% |
| 6M | +43.1% | +42.5% | +0.6% | +55.4% |
| YTD | +128.2% | +0.5% | +127.7% | +156.3% |
| 1Y | +95.5% | -5.9% | +101.4% | +144.3% |
| All | +95.5% | -5.6% | +101.1% | +144.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling