+17.1%
ALAB vs SAP
-7.9%
+25.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.4% | +5.3% |
| 7D | -26.3% | -0.7% | -25.6% | -26.3% |
| 30D | -50.1% | +11.1% | -61.2% | -49.1% |
| 3M | -42.5% | +17.0% | -59.5% | -40.6% |
| 6M | -10.8% | +34.8% | -45.7% | -3.7% |
| YTD | +14.6% | -2.2% | +16.9% | +45.3% |
| 1Y | +17.1% | -6.4% | +23.6% | +58.9% |
| All | +17.1% | -7.9% | +25.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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