+264.6%
AMD vs SAP
+79.5%
+185.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.1% | -8.9% |
| 7D | +18.9% | +0.6% | +18.3% | +18.6% |
| 30D | -6.4% | +6.5% | -13.0% | -10.4% |
| 3M | +10.6% | +12.2% | -1.7% | +1.8% |
| 6M | +19.9% | +46.1% | -26.2% | -11.7% |
| YTD | +149.4% | -1.6% | +151.0% | +143.1% |
| 1Y | +115.4% | -5.1% | +120.5% | +117.4% |
| 3Y | +357.3% | +68.4% | +288.9% | +149.7% |
| All | +264.6% | +79.5% | +185.1% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling