+2,233.8%
SAP vs ALK
+1,033.3%
+1,200.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +9.0% | -19.2% | +28.2% | +14.4% |
| 3M | +14.9% | -1.5% | +16.5% | +14.2% |
| 6M | +11.9% | -13.1% | +24.9% | +13.2% |
| YTD | -9.9% | -16.4% | +6.5% | -8.5% |
| 1Y | -19.5% | -33.1% | +13.5% | -14.1% |
| 3Y | +61.8% | +0.6% | +61.2% | +49.3% |
| 5Y | +56.2% | -26.4% | +82.6% | +52.5% |
| 10Y | +180.6% | -34.2% | +214.8% | +154.6% |
| All | +2,233.8% | +1,033.3% | +1,200.4% | +633.2% |
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