+82.7%
SAP vs AMT
+13.5%
+69.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +4.0% | +4.4% | -0.3% | +3.4% |
| 30D | +15.7% | +17.7% | -2.0% | +13.0% |
| 3M | +23.4% | +16.7% | +6.7% | +20.7% |
| 6M | +41.3% | +11.1% | +30.1% | +39.0% |
| YTD | +2.0% | +13.9% | -11.9% | +0.2% |
| 1Y | -5.1% | +12.5% | -17.6% | -6.7% |
| All | +82.7% | +13.5% | +69.2% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling