+80.7%
SAP vs ALC
-9.1%
+89.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.1% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | +6.5% | +16.0% | -9.5% | -0.4% |
| 3M | +12.2% | +0.8% | +11.4% | +11.6% |
| 6M | +46.1% | +16.8% | +29.2% | +36.1% |
| YTD | -1.6% | -5.5% | +3.9% | -0.4% |
| 1Y | -5.1% | -5.3% | +0.1% | -4.2% |
| 3Y | +68.4% | +4.1% | +64.3% | +55.7% |
| All | +80.7% | -9.1% | +89.8% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling