+77.2%
SAP vs AMC
-99.3%
+176.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.5% | +14.0% | +2.1% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +15.7% | +4.4% | +11.3% | +15.3% |
| 3M | +23.4% | +15.4% | +8.1% | +22.2% |
| 6M | +41.3% | +93.7% | -52.4% | +34.9% |
| YTD | +2.0% | +97.4% | -95.4% | -3.0% |
| 1Y | -5.1% | +23.2% | -28.3% | -7.9% |
| 3Y | +82.1% | -71.3% | +153.4% | +84.3% |
| 5Y | +77.2% | -99.3% | +176.4% | +92.7% |
| All | +77.2% | -99.3% | +176.4% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling