+236.6%
SAP vs ALK
-45.9%
+282.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | +6.5% | +7.7% | -1.2% | +4.6% |
| 3M | +12.2% | -19.0% | +31.2% | +16.7% |
| 6M | +46.1% | -0.2% | +46.3% | +43.6% |
| YTD | -1.6% | -23.5% | +21.9% | +1.4% |
| 1Y | -5.1% | -9.1% | +4.0% | -6.3% |
| 3Y | +68.4% | +12.0% | +56.3% | +50.5% |
| 5Y | +79.4% | -30.9% | +110.3% | +77.0% |
| All | +236.6% | -45.9% | +282.5% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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