+8,077.9%
AMD vs SAP
+222.2%
+7,855.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.1% | +14.6% | +14.7% |
| 7D | +6.5% | +1.5% | +5.0% | +4.8% |
| 30D | -15.3% | +8.8% | -24.1% | -20.5% |
| 3M | +9.7% | +12.1% | -2.4% | -0.2% |
| 6M | +13.2% | +34.6% | -21.4% | -13.9% |
| YTD | +140.6% | -2.1% | +142.7% | +124.8% |
| 1Y | +111.2% | -5.5% | +116.7% | +103.4% |
| 3Y | +334.4% | +67.4% | +267.0% | +157.7% |
| 5Y | +268.3% | +74.6% | +193.8% | +108.8% |
| 10Y | +8,077.9% | +224.0% | +7,853.9% | +3,184.3% |
| All | +8,077.9% | +222.2% | +7,855.7% | +3,184.3% |
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