+176.2%
SAP vs AME
+421.6%
-245.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | +2.8% | -3.0% | -1.6% |
| 30D | +2.6% | -6.3% | +8.9% | +5.6% |
| 3M | +16.3% | +5.4% | +10.9% | +12.5% |
| 6M | +6.4% | +7.4% | -1.1% | +1.1% |
| YTD | -11.4% | +16.2% | -27.6% | -19.7% |
| 1Y | -20.4% | +26.8% | -47.2% | -31.3% |
| 3Y | +56.5% | +57.5% | -1.0% | +17.6% |
| 5Y | +56.8% | +84.8% | -28.1% | +6.9% |
| 10Y | +176.2% | +424.3% | -248.1% | +29.7% |
| All | +176.2% | +421.6% | -245.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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