+56.4%
SAP vs ALLY
+1.6%
+54.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | +3.7% | -6.6% | -3.8% |
| 30D | +9.0% | -2.3% | +11.3% | +9.6% |
| 3M | +14.9% | +3.8% | +11.1% | +13.6% |
| 6M | +11.9% | +9.7% | +2.2% | +8.7% |
| YTD | -9.9% | -1.4% | -8.5% | -10.2% |
| 1Y | -19.5% | +8.2% | -27.8% | -21.9% |
| 3Y | +61.8% | +66.5% | -4.7% | +35.8% |
| All | +56.4% | +1.6% | +54.8% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling