+257.6%
ALAB vs SAP
+29.3%
+228.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +16.3% | +0.6% | +15.7% | +16.2% |
| 30D | -26.1% | +6.5% | -32.7% | -27.8% |
| 3M | -31.3% | +12.2% | -43.5% | -34.0% |
| 6M | -1.0% | +46.1% | -47.1% | -17.7% |
| YTD | +33.3% | -1.6% | +35.0% | +45.8% |
| 1Y | +53.5% | -5.1% | +58.7% | +73.3% |
| All | +257.6% | +29.3% | +228.3% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling