+37.8%
SAP vs AMIX
-99.9%
+137.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.4% | -1.6% |
| 7D | +1.5% | +11.4% | -10.0% | +1.4% |
| 30D | +8.8% | -40.5% | +49.3% | +9.2% |
| 3M | +12.1% | -80.1% | +92.2% | +13.1% |
| 6M | +34.6% | -74.8% | +109.4% | +32.6% |
| YTD | -2.1% | -84.0% | +81.9% | -3.5% |
| 1Y | -5.5% | -89.7% | +84.2% | -6.9% |
| All | +37.8% | -99.9% | +137.7% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling