+229.3%
SAP vs AMC
-98.7%
+328.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -2.5% | -2.8% | +0.4% | -2.4% |
| 30D | +7.5% | +14.0% | -6.5% | +7.1% |
| 3M | +11.6% | +42.5% | -30.9% | +10.7% |
| 6M | +37.6% | +142.6% | -104.9% | +34.6% |
| YTD | -2.0% | +119.2% | -121.2% | -4.1% |
| 1Y | -6.4% | +40.7% | -47.1% | -7.7% |
| 3Y | +67.7% | -57.3% | +125.0% | +66.9% |
| 5Y | +75.7% | -99.1% | +174.9% | +81.4% |
| 10Y | +229.3% | -98.7% | +328.1% | +216.3% |
| All | +229.3% | -98.7% | +328.0% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling