+221.5%
SAP vs AMC
-98.1%
+319.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.0% |
| 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% | +13.8% |
| 6M | +11.9% | +124.6% | -112.7% | +9.4% |
| YTD | -9.9% | +69.9% | -79.8% | -11.4% |
| 1Y | -19.5% | -2.6% | -17.0% | -20.1% |
| 3Y | +61.8% | -79.8% | +141.6% | +63.1% |
| 5Y | +56.2% | -99.4% | +155.6% | +63.5% |
| 10Y | +180.6% | -98.9% | +279.5% | +189.4% |
| All | +221.5% | -98.1% | +319.6% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling