+70.8%
SAP vs ALK
-34.8%
+105.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.8% | -4.3% |
| 7D | -0.7% | +9.0% | -9.7% | -2.5% |
| 30D | +11.1% | -1.6% | +12.7% | +11.2% |
| 3M | +17.0% | -23.2% | +40.2% | +22.7% |
| 6M | +34.8% | -3.9% | +38.7% | +33.8% |
| YTD | -2.2% | -22.6% | +20.4% | +0.6% |
| 1Y | -6.4% | -5.3% | -1.1% | -8.6% |
| 3Y | +75.1% | +18.6% | +56.6% | +49.3% |
| All | +70.8% | -34.8% | +105.5% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling