+56.2%
SAP vs AMCR
+8.5%
+47.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.6% |
| 7D | -0.3% | -6.3% | +6.0% | +1.0% |
| 30D | +0.3% | -7.1% | +7.4% | +1.7% |
| 3M | +16.9% | +12.7% | +4.2% | +14.9% |
| 6M | +6.3% | +5.2% | +1.2% | +5.6% |
| YTD | -12.4% | +8.1% | -20.5% | -14.0% |
| 1Y | -21.6% | +11.7% | -33.4% | -23.7% |
| All | +56.2% | +8.5% | +47.7% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling