+207.4%
ALAB vs SAP
+28.5%
+178.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.4% | +7.3% |
| 7D | -26.3% | -0.7% | -25.6% | -26.4% |
| 30D | -50.1% | +11.1% | -61.2% | -51.9% |
| 3M | -42.5% | +17.0% | -59.5% | -45.6% |
| 6M | -10.8% | +34.8% | -45.7% | -22.1% |
| YTD | +14.6% | -2.2% | +16.9% | +25.5% |
| 1Y | +17.1% | -6.4% | +23.6% | +33.3% |
| All | +207.4% | +28.5% | +178.9% | +168.6% |
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