-26.0%
SAP vs AMRZ
-17.3%
-8.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.1% |
| 7D | -0.3% | -2.0% | +1.7% | 0.0% |
| 30D | +2.6% | -9.8% | +12.4% | +3.9% |
| 3M | +16.3% | -17.2% | +33.5% | +18.5% |
| 6M | +6.4% | -26.9% | +33.3% | +9.9% |
| YTD | -11.4% | -21.5% | +10.0% | -9.0% |
| 1Y | -20.4% | -22.9% | +2.5% | -19.1% |
| All | -26.0% | -17.3% | -8.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling