+13.8%
AMD vs SAP
+42.4%
-28.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.7% | -16.3% |
| 7D | -28.6% | +4.0% | -32.6% | -26.6% |
| 30D | -37.7% | +15.7% | -53.4% | -31.2% |
| 3M | -16.1% | +23.4% | -39.5% | -2.6% |
| 6M | +13.8% | +41.3% | -27.4% | +55.6% |
| All | +13.8% | +42.4% | -28.6% | +55.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling