+77.2%
SAP vs ALK
-33.9%
+111.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.1% |
| 7D | +4.0% | +7.1% | -3.0% | +2.5% |
| 30D | +15.7% | -3.0% | +18.7% | +16.1% |
| 3M | +23.4% | -25.6% | +49.1% | +30.3% |
| 6M | +41.3% | +0.5% | +40.8% | +38.8% |
| YTD | +2.0% | -23.1% | +25.1% | +5.0% |
| 1Y | -5.1% | -7.5% | +2.5% | -6.7% |
| 3Y | +82.1% | +15.3% | +66.8% | +56.5% |
| 5Y | +77.2% | -34.8% | +112.0% | +75.4% |
| All | +77.2% | -33.9% | +111.1% | +75.4% |
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