+6,351.7%
AMD vs SAP
+216.8%
+6,134.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.1% | +15.2% | +13.6% |
| 7D | -11.0% | -0.7% | -10.4% | -11.2% |
| 30D | -30.5% | +11.1% | -41.6% | -35.7% |
| 3M | -8.2% | +17.0% | -25.3% | -19.0% |
| 6M | +6.6% | +34.8% | -28.3% | -19.3% |
| YTD | +109.7% | -2.2% | +111.9% | +96.0% |
| 1Y | +88.9% | -6.4% | +95.4% | +83.3% |
| 3Y | +301.8% | +75.1% | +226.7% | +129.3% |
| 5Y | +229.4% | +69.8% | +159.5% | +90.2% |
| All | +6,351.7% | +216.8% | +6,134.9% | +2,293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling