+400.4%
ALAB vs SAP
+18.5%
+382.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +10.0% |
| 7D | +7.2% | -2.9% | +10.1% | +8.3% |
| 30D | -2.5% | +9.0% | -11.5% | -5.3% |
| 3M | -13.3% | +14.9% | -28.3% | -16.1% |
| 6M | +172.8% | +11.9% | +160.9% | +164.7% |
| YTD | +86.6% | -9.9% | +96.5% | +110.6% |
| 1Y | +65.2% | -19.5% | +84.7% | +104.6% |
| All | +400.4% | +18.5% | +382.0% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling