+77.2%
SAP vs ALLE
+51.8%
+25.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.5% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +15.7% | +20.6% | -4.9% | +7.9% |
| 3M | +23.4% | +11.4% | +12.0% | +18.4% |
| 6M | +41.3% | +42.5% | -1.3% | +23.5% |
| YTD | +2.0% | +18.9% | -16.9% | -5.3% |
| 1Y | -5.1% | +14.2% | -19.3% | -10.4% |
| 3Y | +82.1% | +90.7% | -8.5% | +32.4% |
| 5Y | +77.2% | +52.5% | +24.7% | +34.9% |
| All | +77.2% | +51.8% | +25.3% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling