+6,406.4%
AMD vs SAP
+178.8%
+6,227.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.3% |
| 7D | +2.6% | -2.9% | +5.5% | +4.4% |
| 30D | -0.9% | +9.0% | -9.9% | -7.1% |
| 3M | -8.7% | +14.9% | -23.7% | -20.1% |
| 6M | +136.3% | +11.9% | +124.4% | +105.9% |
| YTD | +123.0% | -9.9% | +132.9% | +123.2% |
| 1Y | +195.2% | -19.5% | +214.7% | +223.8% |
| 3Y | +336.3% | +61.8% | +274.5% | +165.9% |
| 5Y | +334.5% | +56.2% | +278.3% | +169.0% |
| All | +6,406.4% | +178.8% | +6,227.6% | +2,374.0% |
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