+62.4%
SAP vs AME
+50.7%
+11.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +9.0% | -6.7% | +15.7% | +10.4% |
| 3M | +14.9% | +4.1% | +10.9% | +13.4% |
| 6M | +11.9% | +1.6% | +10.3% | +10.7% |
| YTD | -9.9% | +16.1% | -26.0% | -15.3% |
| 1Y | -19.5% | +27.3% | -46.9% | -27.1% |
| All | +62.4% | +50.7% | +11.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling