+177.0%
SAP vs ALB
+74.5%
+102.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.2% |
| 7D | -2.9% | -8.1% | +5.2% | -1.7% |
| 30D | +9.0% | +6.3% | +2.7% | +7.8% |
| 3M | +14.9% | -23.6% | +38.5% | +19.4% |
| 6M | +11.9% | -24.6% | +36.5% | +15.3% |
| YTD | -9.9% | -10.3% | +0.4% | -10.7% |
| 1Y | -19.5% | +61.5% | -81.0% | -29.4% |
| 3Y | +61.8% | -34.0% | +95.8% | +60.4% |
| 5Y | +56.2% | -44.6% | +100.8% | +54.3% |
| All | +177.0% | +74.5% | +102.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling