+2,542.1%
SAP vs ALK
+943.3%
+1,598.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.2% |
| 7D | +4.0% | +7.1% | -3.0% | +2.2% |
| 30D | +15.7% | -3.0% | +18.7% | +16.2% |
| 3M | +23.4% | -25.6% | +49.1% | +31.6% |
| 6M | +41.3% | +0.5% | +40.8% | +38.5% |
| YTD | +2.0% | -23.1% | +25.1% | +5.2% |
| 1Y | -5.1% | -7.5% | +2.5% | -6.7% |
| 3Y | +82.1% | +15.3% | +66.8% | +61.8% |
| 5Y | +77.2% | -34.8% | +112.0% | +77.9% |
| 10Y | +233.6% | -41.2% | +274.8% | +210.1% |
| All | +2,542.1% | +943.3% | +1,598.8% | +743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling