+43.6%
SAP vs AMIX
-100.0%
+143.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.0% | +1.5% |
| 7D | +4.0% | -25.5% | +29.5% | +4.2% |
| 30D | +15.7% | -56.2% | +71.9% | +16.3% |
| 3M | +23.4% | -87.4% | +110.9% | +24.9% |
| 6M | +41.3% | -80.9% | +122.2% | +39.4% |
| YTD | +2.0% | -86.8% | +88.8% | +0.6% |
| 1Y | -5.1% | -91.3% | +86.2% | -6.3% |
| All | +43.6% | -100.0% | +143.5% | +43.9% |
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