-19.5%
SAP vs AMCR
+13.1%
-32.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | -1.9% | -1.0% | -2.7% |
| 30D | +9.0% | -4.1% | +13.1% | +9.6% |
| 3M | +14.9% | +21.7% | -6.7% | +14.3% |
| 6M | +11.9% | +1.5% | +10.4% | +11.6% |
| YTD | -9.9% | +13.1% | -23.0% | -10.9% |
| 1Y | -19.5% | +13.0% | -32.5% | -19.9% |
| All | -19.5% | +13.1% | -32.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling