+73.2%
SAP vs AMC
-58.4%
+131.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +1.3% |
| 7D | +1.6% | +6.6% | -5.0% | +1.2% |
| 30D | +10.5% | +14.1% | -3.6% | +9.7% |
| 3M | +15.2% | +31.3% | -16.1% | +13.3% |
| 6M | +36.7% | +126.7% | -90.0% | +29.7% |
| YTD | -0.6% | +117.9% | -118.5% | -5.9% |
| 1Y | -4.1% | +41.1% | -45.2% | -8.2% |
| 3Y | +73.2% | -61.0% | +134.2% | +71.9% |
| All | +73.2% | -58.4% | +131.7% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling