+56.8%
SAP vs AMCR
-9.8%
+66.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -0.3% | -1.8% | +1.6% | +0.3% |
| 30D | +2.6% | -6.0% | +8.6% | +4.6% |
| 3M | +16.3% | +18.9% | -2.7% | +10.3% |
| 6M | +6.4% | +5.7% | +0.7% | +4.3% |
| YTD | -11.4% | +11.1% | -22.5% | -15.5% |
| 1Y | -20.4% | +12.7% | -33.1% | -24.6% |
| 3Y | +56.5% | +9.6% | +46.9% | +44.4% |
| 5Y | +56.8% | -10.3% | +67.1% | +56.2% |
| All | +56.8% | -9.8% | +66.6% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling