+222.9%
SAP vs AMT
+116.9%
+106.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +10.5% | +3.7% | +6.8% | +9.1% |
| 3M | +15.2% | +10.7% | +4.4% | +11.0% |
| 6M | +36.7% | +9.3% | +27.4% | +32.3% |
| YTD | -0.6% | +10.9% | -11.5% | -4.8% |
| 1Y | -4.1% | +10.5% | -14.7% | -8.2% |
| 3Y | +73.2% | +15.5% | +57.7% | +57.1% |
| 5Y | +74.1% | -20.6% | +94.7% | +80.8% |
| 10Y | +222.9% | +124.5% | +98.4% | +138.0% |
| All | +222.9% | +116.9% | +106.0% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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