+68.4%
SAP vs ALB
-14.4%
+82.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +0.6% | -5.8% | +6.4% | +1.0% |
| 30D | +6.5% | -4.5% | +11.1% | +6.8% |
| 3M | +12.2% | -28.1% | +40.3% | +14.5% |
| 6M | +46.1% | -53.2% | +99.2% | +53.5% |
| YTD | -1.6% | -33.3% | +31.7% | -0.6% |
| 1Y | -5.1% | -17.4% | +12.3% | -6.3% |
| 3Y | +68.4% | -14.1% | +82.5% | +56.0% |
| All | +68.4% | -14.4% | +82.8% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling