+265.6%
SAP vs ALLE
+331.3%
-65.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.6% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +15.7% | +20.6% | -4.9% | +7.1% |
| 3M | +23.4% | +11.4% | +12.0% | +17.8% |
| 6M | +41.3% | +42.5% | -1.3% | +21.6% |
| YTD | +2.0% | +18.9% | -16.9% | -6.3% |
| 1Y | -5.1% | +14.2% | -19.3% | -11.4% |
| 3Y | +82.1% | +90.7% | -8.5% | +33.3% |
| 5Y | +77.2% | +52.5% | +24.7% | +40.1% |
| 10Y | +233.6% | +231.2% | +2.4% | +89.4% |
| All | +265.6% | +331.3% | -65.8% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling