-19.5%
SAP vs AMIX
-81.0%
+61.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -2.9% | -13.7% | +10.8% | -2.8% |
| 30D | +9.0% | -62.1% | +71.1% | +9.7% |
| 3M | +14.9% | -46.2% | +61.1% | +13.0% |
| 6M | +11.9% | -46.4% | +58.3% | +9.9% |
| YTD | -9.9% | -60.3% | +50.4% | -11.7% |
| 1Y | -19.5% | -79.7% | +60.1% | -16.4% |
| All | -19.5% | -81.0% | +61.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling