+140.8%
SAP vs ALC
+30.3%
+110.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | +1.5% | +2.3% | -0.8% | +0.4% |
| 30D | +8.8% | +15.5% | -6.7% | +1.6% |
| 3M | +12.1% | +0.6% | +11.5% | +11.6% |
| 6M | +34.6% | +18.4% | +16.2% | +24.1% |
| YTD | -2.1% | -5.6% | +3.5% | -0.8% |
| 1Y | -5.5% | 0.0% | -5.6% | -7.1% |
| 3Y | +67.4% | +2.8% | +64.6% | +57.1% |
| 5Y | +74.6% | -8.8% | +83.3% | +70.9% |
| All | +140.8% | +30.3% | +110.5% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling