+241.2%
SAP vs ALLY
+124.8%
+116.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| YTD | -9.9% | -1.4% | -8.5% | -10.2% |
| 1Y | -19.5% | +8.2% | -27.8% | -22.0% |
| 3Y | +61.8% | +66.5% | -4.7% | +35.9% |
| 5Y | +56.2% | +1.2% | +55.0% | +45.0% |
| 10Y | +180.6% | +191.4% | -10.8% | +82.2% |
| All | +241.2% | +124.8% | +116.3% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling