+171.9%
SAP vs AMCR
+14.6%
+157.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -4.1% | -6.3% | +2.2% | -2.1% |
| 30D | +1.1% | -7.8% | +8.9% | +3.6% |
| 3M | +26.1% | +7.5% | +18.6% | +23.3% |
| 6M | +9.8% | +2.7% | +7.1% | +8.2% |
| YTD | -13.6% | +6.0% | -19.6% | -16.3% |
| 1Y | -18.7% | +7.8% | -26.5% | -21.8% |
| 3Y | +54.1% | +5.8% | +48.3% | +46.2% |
| 5Y | +54.7% | -11.6% | +66.3% | +55.8% |
| All | +171.9% | +14.6% | +157.2% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling