+40.0%
SAP vs AMIX
-99.9%
+139.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.8% | -10.1% | +1.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +10.5% | -45.3% | +55.9% | +10.9% |
| 3M | +15.2% | -83.1% | +98.2% | +16.4% |
| 6M | +36.7% | -76.9% | +113.6% | +34.7% |
| YTD | -0.6% | -85.3% | +84.7% | -2.0% |
| 1Y | -4.1% | -89.8% | +85.7% | -5.5% |
| All | +40.0% | -99.9% | +139.9% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling