+224.0%
SAP vs ALB
+34.3%
+189.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.9% |
| 7D | +1.5% | +5.3% | -3.8% | +0.7% |
| 30D | +8.8% | -6.3% | +15.1% | +9.8% |
| 3M | +12.1% | -27.4% | +39.5% | +17.4% |
| 6M | +34.6% | -53.1% | +87.6% | +50.5% |
| YTD | -2.1% | -32.3% | +30.2% | +1.2% |
| 1Y | -5.5% | -7.3% | +1.8% | -8.1% |
| 3Y | +67.4% | -14.9% | +82.4% | +54.3% |
| 5Y | +74.6% | -62.0% | +136.6% | +84.4% |
| 10Y | +224.0% | +33.0% | +191.0% | +124.3% |
| All | +224.0% | +34.3% | +189.7% | +124.3% |
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