+393.1%
SAP vs AMCR
+100.3%
+292.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -3.9% | -4.5% | +0.6% | -2.8% |
| 30D | +6.5% | +4.9% | +1.7% | +5.2% |
| 3M | +14.7% | -4.6% | +19.2% | +15.8% |
| 6M | +39.9% | +15.2% | +24.8% | +34.8% |
| YTD | -2.0% | +9.7% | -11.7% | -5.2% |
| 1Y | -6.0% | +10.5% | -16.5% | -9.3% |
| 3Y | +67.7% | +13.8% | +53.8% | +58.5% |
| 5Y | +78.8% | -9.1% | +87.9% | +78.6% |
| 10Y | +229.3% | +18.6% | +210.6% | +200.7% |
| All | +393.1% | +100.3% | +292.8% | +357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling