+80.7%
SAP vs ALLY
-10.0%
+90.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | +6.5% | +5.2% | +1.3% | +5.2% |
| 3M | +12.2% | -13.3% | +25.6% | +16.2% |
| 6M | +46.1% | -6.7% | +52.7% | +48.1% |
| YTD | -1.6% | -12.8% | +11.2% | +1.1% |
| 1Y | -5.1% | +0.7% | -5.8% | -6.2% |
| 3Y | +68.4% | +65.2% | +3.1% | +41.0% |
| All | +80.7% | -10.0% | +90.7% | +78.8% |
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