-5.9%
SAP vs AMC
+38.0%
-44.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.3% | -3.1% | +3.5% |
| 7D | +1.3% | +17.7% | -16.4% | -0.3% |
| 30D | +15.5% | +26.2% | -10.6% | +12.8% |
| 3M | +22.8% | +31.3% | -8.6% | +18.9% |
| 6M | +42.5% | +142.8% | -100.3% | +22.7% |
| YTD | +0.5% | +125.6% | -125.1% | -15.0% |
| 1Y | -5.9% | +40.2% | -46.2% | -17.8% |
| All | -5.9% | +38.0% | -44.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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