+8,164.6%
AMD vs SAP
+231.4%
+7,933.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.2% |
| 7D | +13.1% | -2.5% | +15.6% | +14.4% |
| 30D | -7.0% | +7.5% | -14.4% | -11.9% |
| 3M | +16.6% | +11.6% | +4.9% | +6.3% |
| 6M | +20.5% | +37.6% | -17.1% | -9.8% |
| YTD | +158.2% | -2.0% | +160.1% | +141.2% |
| 1Y | +132.8% | -6.4% | +139.2% | +126.1% |
| 3Y | +366.2% | +67.7% | +298.5% | +176.2% |
| 5Y | +278.7% | +75.7% | +202.9% | +113.6% |
| 10Y | +8,164.6% | +229.3% | +7,935.2% | +3,052.7% |
| All | +8,164.6% | +231.4% | +7,933.2% | +3,052.7% |
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