+224.0%
SAP vs AME
+438.4%
-214.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | +1.5% | -4.1% | +5.6% | +3.0% |
| 30D | +8.8% | -4.1% | +13.0% | +10.2% |
| 3M | +12.1% | -5.6% | +17.7% | +13.9% |
| 6M | +34.6% | +2.8% | +31.7% | +30.2% |
| YTD | -2.1% | +16.6% | -18.7% | -12.3% |
| 1Y | -5.5% | +21.1% | -26.6% | -17.1% |
| 3Y | +67.4% | +61.1% | +6.4% | +23.0% |
| 5Y | +74.6% | +76.6% | -2.0% | +20.7% |
| 10Y | +224.0% | +431.3% | -207.3% | +49.8% |
| All | +224.0% | +438.4% | -214.4% | +49.8% |
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