+62.4%
SAP vs ALLY
+63.1%
-0.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +3.7% | -6.6% | -3.6% |
| 30D | +9.0% | -2.3% | +11.3% | +9.5% |
| 3M | +14.9% | +3.8% | +11.1% | +13.9% |
| 6M | +11.9% | +9.7% | +2.2% | +9.4% |
| YTD | -9.9% | -1.4% | -8.5% | -10.1% |
| 1Y | -19.5% | +8.2% | -27.8% | -21.4% |
| All | +62.4% | +63.1% | -0.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling