+74.6%
SAP vs AMT
-19.6%
+94.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +1.5% | +1.6% | -0.2% | +1.1% |
| 30D | +8.8% | +4.5% | +4.4% | +7.5% |
| 3M | +12.1% | +13.8% | -1.7% | +8.1% |
| 6M | +34.6% | +10.0% | +24.5% | +30.9% |
| YTD | -2.1% | +11.8% | -13.9% | -5.5% |
| 1Y | -5.5% | +10.2% | -15.8% | -8.6% |
| 3Y | +67.4% | +15.1% | +52.3% | +53.4% |
| 5Y | +74.6% | -18.8% | +93.4% | +78.1% |
| All | +74.6% | -19.6% | +94.2% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling