+56.4%
SAP vs ALC
-16.0%
+72.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.0% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +14.9% | +5.9% | +9.1% | +12.0% |
| 6M | +11.9% | -15.9% | +27.8% | +20.0% |
| YTD | -9.9% | -10.1% | +0.2% | -6.6% |
| 1Y | -19.5% | -10.2% | -9.3% | -16.8% |
| 3Y | +61.8% | -13.6% | +75.4% | +66.0% |
| All | +56.4% | -16.0% | +72.4% | +55.7% |
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