+132.8%
AMD vs SAP
-5.5%
+138.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.4% |
| 7D | +13.1% | -2.5% | +15.6% | +12.5% |
| 30D | -7.0% | +7.5% | -14.4% | -5.3% |
| 3M | +16.6% | +11.6% | +4.9% | +20.1% |
| 6M | +20.5% | +37.6% | -17.1% | +31.4% |
| YTD | +158.2% | -2.0% | +160.1% | +185.4% |
| 1Y | +132.8% | -6.4% | +139.2% | +171.3% |
| All | +132.8% | -5.5% | +138.3% | +171.3% |
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