+56.4%
SAP vs AMC
-99.4%
+155.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.1% |
| 7D | -2.9% | +2.3% | -5.2% | -3.0% |
| 30D | +9.0% | -0.7% | +9.8% | +9.0% |
| 3M | +14.9% | +35.2% | -20.3% | +12.2% |
| 6M | +11.9% | +124.6% | -112.7% | +6.1% |
| YTD | -9.9% | +69.9% | -79.8% | -13.6% |
| 1Y | -19.5% | -2.6% | -17.0% | -20.9% |
| 3Y | +61.8% | -79.8% | +141.6% | +66.0% |
| All | +56.4% | -99.4% | +155.8% | +83.2% |
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