+286.3%
SAP vs ALLY
+101.5%
+184.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +4.0% | -1.1% | +5.2% | +4.3% |
| 30D | +15.7% | +4.2% | +11.5% | +14.5% |
| 3M | +23.4% | -12.4% | +35.8% | +27.5% |
| 6M | +41.3% | -8.7% | +49.9% | +44.1% |
| YTD | +2.0% | -11.6% | +13.6% | +4.5% |
| 1Y | -5.1% | +0.2% | -5.3% | -6.0% |
| 3Y | +82.1% | +57.1% | +25.1% | +55.6% |
| 5Y | +77.2% | -6.8% | +84.0% | +68.2% |
| 10Y | +233.6% | +200.4% | +33.3% | +115.1% |
| All | +286.3% | +101.5% | +184.8% | +164.7% |
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