+261.9%
AMD vs SAP
+82.9%
+179.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.7% | -17.6% |
| 7D | -28.6% | +4.0% | -32.6% | -29.4% |
| 30D | -37.7% | +15.7% | -53.4% | -40.4% |
| 3M | -16.1% | +23.4% | -39.5% | -21.8% |
| 6M | +13.8% | +41.3% | -27.4% | -1.0% |
| YTD | +88.8% | +2.0% | +86.8% | +96.7% |
| 1Y | +57.8% | -5.1% | +62.9% | +74.7% |
| All | +261.9% | +82.9% | +179.0% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling