+2,252.9%
AMD vs SAP
+2,542.1%
-289.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.7% | -18.0% |
| 7D | -28.6% | +4.0% | -32.6% | -30.2% |
| 30D | -37.7% | +15.7% | -53.4% | -42.6% |
| 3M | -16.1% | +23.4% | -39.5% | -26.0% |
| 6M | +13.8% | +41.3% | -27.4% | -10.6% |
| YTD | +88.8% | +2.0% | +86.8% | +72.8% |
| 1Y | +57.8% | -5.1% | +62.9% | +50.5% |
| 3Y | +260.3% | +82.1% | +178.1% | +141.7% |
| 5Y | +196.6% | +77.2% | +119.5% | +105.3% |
| 10Y | +6,064.6% | +233.6% | +5,831.0% | +2,967.5% |
| All | +2,252.9% | +2,542.1% | -289.2% | +467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling