+353.2%
SAP vs AMCR
+106.4%
+246.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | -1.9% | -1.0% | -2.5% |
| 30D | +9.0% | -4.1% | +13.1% | +10.1% |
| 3M | +14.9% | +21.7% | -6.7% | +9.6% |
| 6M | +11.9% | +1.5% | +10.4% | +10.9% |
| YTD | -9.9% | +13.1% | -23.0% | -13.4% |
| 1Y | -19.5% | +16.5% | -36.0% | -23.4% |
| 3Y | +61.8% | +10.3% | +51.6% | +54.3% |
| 5Y | +56.2% | -7.7% | +63.8% | +55.5% |
| 10Y | +180.6% | +24.6% | +156.0% | +154.6% |
| All | +353.2% | +106.4% | +246.8% | +317.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling