+75.1%
SAP vs ALB
-16.8%
+92.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | -0.7% | +9.1% | -9.7% | -1.2% |
| 30D | +11.1% | -3.4% | +14.5% | +11.3% |
| 3M | +17.0% | -20.6% | +37.6% | +18.6% |
| 6M | +34.8% | -48.2% | +83.0% | +40.6% |
| YTD | -2.2% | -29.2% | +27.0% | -1.6% |
| 1Y | -6.4% | +10.0% | -16.5% | -10.1% |
| 3Y | +75.1% | -12.9% | +88.0% | +62.6% |
| All | +75.1% | -16.8% | +92.0% | +62.6% |
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