+214.8%
SAP vs AMT
+113.8%
+101.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.5% | -3.2% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +11.1% | +13.6% | -2.5% | +6.2% |
| 3M | +17.0% | +11.5% | +5.6% | +12.6% |
| 6M | +34.8% | +6.9% | +27.9% | +31.5% |
| YTD | -2.2% | +10.8% | -13.1% | -6.4% |
| 1Y | -6.4% | +10.3% | -16.8% | -10.4% |
| 3Y | +75.1% | +12.4% | +62.7% | +60.6% |
| 5Y | +69.8% | -20.1% | +89.9% | +75.9% |
| All | +214.8% | +113.8% | +101.1% | +140.2% |
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