-6.4%
SAP vs ALK
-3.2%
-3.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -2.5% | +2.6% | -5.0% | -2.7% |
| 30D | +7.5% | +7.8% | -0.3% | +6.5% |
| 3M | +11.6% | -15.2% | +26.9% | +13.0% |
| 6M | +37.6% | +5.0% | +32.6% | +35.8% |
| YTD | -2.0% | -18.4% | +16.5% | -0.8% |
| 1Y | -6.4% | -2.4% | -4.0% | -10.6% |
| All | -6.4% | -3.2% | -3.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling