+70.8%
SAP vs ALC
-11.2%
+82.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.2% |
| 7D | -0.7% | +4.9% | -5.6% | -2.8% |
| 30D | +11.1% | +19.0% | -7.9% | +2.7% |
| 3M | +17.0% | +7.8% | +9.3% | +13.0% |
| 6M | +34.8% | +14.6% | +20.3% | +26.7% |
| YTD | -2.2% | -4.4% | +2.2% | -1.5% |
| 1Y | -6.4% | +1.4% | -7.8% | -8.5% |
| 3Y | +75.1% | +2.5% | +72.6% | +63.9% |
| All | +70.8% | -11.2% | +82.0% | +66.4% |
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 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