+236.6%
SAP vs AMT
+136.5%
+100.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +0.6% | +1.5% | -0.9% | +0.1% |
| 30D | +6.5% | +6.8% | -0.3% | +4.1% |
| 3M | +12.2% | +11.2% | +1.0% | +8.0% |
| 6M | +46.1% | +12.5% | +33.6% | +40.1% |
| YTD | -1.6% | +12.5% | -14.1% | -6.3% |
| 1Y | -5.1% | +10.1% | -15.2% | -9.0% |
| 3Y | +68.4% | +16.0% | +52.3% | +52.6% |
| 5Y | +79.4% | -17.2% | +96.6% | +83.3% |
| All | +236.6% | +136.5% | +100.1% | +144.5% |
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