-6.4%
SAP vs ALC
-4.7%
-1.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.9% |
| 7D | -2.5% | -6.3% | +3.8% | -0.2% |
| 30D | +7.5% | +12.6% | -5.1% | +3.2% |
| 3M | +11.6% | -3.8% | +15.5% | +12.8% |
| 6M | +37.6% | +16.8% | +20.8% | +32.4% |
| YTD | -2.0% | -7.6% | +5.7% | -2.5% |
| 1Y | -6.4% | -5.9% | -0.5% | -7.5% |
| All | -6.4% | -4.7% | -1.7% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling