+214.8%
SAP vs AMC
-98.7%
+313.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.1% | -4.2% |
| 7D | -0.7% | +2.6% | -3.3% | -0.7% |
| 30D | +11.1% | +9.0% | +2.1% | +10.9% |
| 3M | +17.0% | +22.2% | -5.1% | +16.4% |
| 6M | +34.8% | +91.5% | -56.6% | +32.5% |
| YTD | -2.2% | +101.3% | -103.5% | -4.2% |
| 1Y | -6.4% | +20.8% | -27.2% | -7.5% |
| 3Y | +75.1% | -71.3% | +146.5% | +75.5% |
| 5Y | +69.8% | -99.2% | +169.1% | +75.7% |
| All | +214.8% | -98.7% | +313.5% | +197.0% |
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