+222.9%
SAP vs ALLE
+260.9%
-38.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +9.0% | -6.8% | +15.8% | +12.0% |
| 3M | +14.9% | +21.0% | -6.1% | +6.0% |
| 6M | +11.9% | +1.1% | +10.8% | +10.4% |
| YTD | -9.9% | -0.5% | -9.4% | -11.0% |
| 1Y | -19.5% | -7.3% | -12.3% | -18.2% |
| 3Y | +61.8% | +42.3% | +19.5% | +34.0% |
| 5Y | +56.2% | +13.5% | +42.7% | +39.5% |
| 10Y | +180.6% | +144.0% | +36.6% | +79.6% |
| All | +222.9% | +260.9% | -38.0% | +86.2% |
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