+80.7%
SAP vs ALB
-64.0%
+144.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +0.6% | -5.8% | +6.4% | +1.3% |
| 30D | +6.5% | -4.5% | +11.1% | +7.0% |
| 3M | +12.2% | -28.1% | +40.3% | +16.1% |
| 6M | +46.1% | -53.2% | +99.2% | +58.4% |
| YTD | -1.6% | -33.3% | +31.7% | +0.6% |
| 1Y | -5.1% | -17.4% | +12.3% | -6.0% |
| 3Y | +68.4% | -14.1% | +82.5% | +55.7% |
| All | +80.7% | -64.0% | +144.7% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling