+78.8%
SAP vs ALB
-63.0%
+141.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -3.9% | -3.6% | -0.3% | -3.5% |
| 30D | +6.5% | -2.9% | +9.4% | +6.8% |
| 3M | +14.7% | -25.8% | +40.5% | +18.2% |
| 6M | +39.9% | -53.6% | +93.5% | +52.0% |
| YTD | -2.0% | -32.4% | +30.4% | +0.1% |
| 1Y | -6.0% | -13.0% | +7.0% | -7.6% |
| 3Y | +67.7% | -15.0% | +82.7% | +55.5% |
| 5Y | +78.8% | -63.5% | +142.3% | +85.7% |
| All | +78.8% | -63.0% | +141.8% | +85.7% |
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