-4.1%
SAP vs AMT
+11.6%
-15.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.6% | +0.4% | +1.3% | +1.6% |
| 30D | +10.5% | +3.7% | +6.8% | +9.4% |
| 3M | +15.2% | +10.7% | +4.4% | +11.6% |
| 6M | +36.7% | +9.3% | +27.4% | +33.1% |
| YTD | -0.6% | +10.9% | -11.5% | -2.2% |
| All | -4.1% | +11.6% | -15.7% | -5.6% |
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