-6.4%
SAP vs AMIX
-91.4%
+84.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.7% | -16.0% | +15.4% | -0.5% |
| 30D | +11.1% | -55.4% | +66.5% | +11.7% |
| 3M | +17.0% | -87.5% | +104.6% | +18.7% |
| 6M | +34.8% | -81.2% | +116.0% | +33.0% |
| YTD | -2.2% | -86.8% | +84.6% | -4.4% |
| 1Y | -6.4% | -91.6% | +85.1% | -9.0% |
| All | -6.4% | -91.4% | +84.9% | -9.0% |
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