+236.6%
SAP vs AMCR
+18.6%
+217.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | +6.5% | +3.6% | +2.9% | +5.2% |
| 3M | +12.2% | -4.2% | +16.4% | +13.5% |
| 6M | +46.1% | +15.5% | +30.5% | +39.0% |
| YTD | -1.6% | +9.7% | -11.4% | -5.9% |
| 1Y | -5.1% | +8.3% | -13.4% | -8.9% |
| 3Y | +68.4% | +15.4% | +53.0% | +54.9% |
| 5Y | +79.4% | -9.1% | +88.5% | +78.9% |
| All | +236.6% | +18.6% | +217.9% | +193.5% |
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