+214.8%
SAP vs ALLE
+222.4%
-7.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +11.1% | +25.3% | -14.2% | +1.2% |
| 3M | +17.0% | +10.3% | +6.8% | +12.2% |
| 6M | +34.8% | +38.0% | -3.2% | +17.4% |
| YTD | -2.2% | +17.8% | -20.0% | -9.9% |
| 1Y | -6.4% | +13.6% | -20.1% | -12.6% |
| 3Y | +75.1% | +89.2% | -14.1% | +27.5% |
| 5Y | +69.8% | +51.1% | +18.8% | +33.9% |
| All | +214.8% | +222.4% | -7.6% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling