-6.4%
SAP vs AMT
+9.8%
-16.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.5% | -3.3% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +11.1% | +13.6% | -2.5% | +6.9% |
| 3M | +17.0% | +11.5% | +5.6% | +13.2% |
| 6M | +34.8% | +6.9% | +27.9% | +31.3% |
| YTD | -2.2% | +10.8% | -13.1% | -3.8% |
| 1Y | -6.4% | +10.3% | -16.8% | -8.2% |
| All | -6.4% | +9.8% | -16.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling