+2,432.7%
SAP vs AME
+11,467.6%
-9,034.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -5.3% |
| 7D | -0.7% | -5.2% | +4.5% | +1.4% |
| 30D | +11.1% | -8.0% | +19.1% | +14.8% |
| 3M | +17.0% | -8.9% | +25.9% | +21.0% |
| 6M | +34.8% | -5.0% | +39.8% | +35.5% |
| YTD | -2.2% | +11.9% | -14.1% | -10.3% |
| 1Y | -6.4% | +16.6% | -23.1% | -15.9% |
| 3Y | +75.1% | +62.5% | +12.7% | +30.9% |
| 5Y | +69.8% | +67.6% | +2.2% | +24.7% |
| 10Y | +219.8% | +450.4% | -230.5% | +26.8% |
| All | +2,432.7% | +11,467.6% | -9,034.8% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling