+2,542.1%
SAP vs ALB
+1,686.2%
+855.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.6% |
| 7D | +4.0% | +5.5% | -1.4% | +2.7% |
| 30D | +15.7% | -7.5% | +23.2% | +17.7% |
| 3M | +23.4% | -16.9% | +40.4% | +28.4% |
| 6M | +41.3% | -49.2% | +90.5% | +64.5% |
| YTD | +2.0% | -29.9% | +31.9% | +6.7% |
| 1Y | -5.1% | +8.2% | -13.3% | -12.1% |
| 3Y | +82.1% | -19.4% | +101.6% | +64.9% |
| 5Y | +77.2% | -61.6% | +138.8% | +87.1% |
| 10Y | +233.6% | +34.6% | +199.0% | +111.4% |
| All | +2,542.1% | +1,686.2% | +855.9% | +637.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling