+222.9%
SAP vs AME
+465.0%
-242.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -0.2% |
| 7D | +1.6% | -1.5% | +3.1% | +1.9% |
| 30D | +10.5% | -4.2% | +14.7% | +11.9% |
| 3M | +15.2% | -5.9% | +21.1% | +17.2% |
| 6M | +36.7% | +2.8% | +33.9% | +32.3% |
| YTD | -0.6% | +16.6% | -17.1% | -10.8% |
| 1Y | -4.1% | +22.1% | -26.2% | -16.2% |
| 3Y | +73.2% | +64.7% | +8.6% | +25.8% |
| 5Y | +74.1% | +76.6% | -2.5% | +20.5% |
| 10Y | +222.9% | +443.9% | -220.9% | +52.5% |
| All | +222.9% | +465.0% | -242.1% | +52.5% |
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