+236.6%
SAP vs ALB
+32.4%
+204.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +0.6% | -5.8% | +6.4% | +1.6% |
| 30D | +6.5% | -4.5% | +11.1% | +7.2% |
| 3M | +12.2% | -28.1% | +40.3% | +17.8% |
| 6M | +46.1% | -53.2% | +99.2% | +63.3% |
| YTD | -1.6% | -33.3% | +31.7% | +1.9% |
| 1Y | -5.1% | -17.4% | +12.3% | -5.7% |
| 3Y | +68.4% | -14.1% | +82.5% | +54.7% |
| 5Y | +79.4% | -64.0% | +143.5% | +91.8% |
| All | +236.6% | +32.4% | +204.2% | +136.8% |
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