+224.0%
SAP vs ALM
+2,040.7%
-1,816.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | -1.4% |
| 7D | +1.5% | -6.3% | +7.8% | +1.6% |
| 30D | +8.8% | -31.4% | +40.3% | +9.5% |
| 3M | +12.1% | -40.6% | +52.7% | +12.9% |
| 6M | +34.6% | -58.6% | +93.2% | +36.2% |
| YTD | -2.1% | -7.6% | +5.5% | -2.8% |
| 1Y | -5.5% | +13.8% | -19.4% | -6.7% |
| 3Y | +67.4% | +842.1% | -774.7% | +58.2% |
| 5Y | +74.6% | +407.4% | -332.8% | +65.4% |
| 10Y | +224.0% | +2,079.4% | -1,855.4% | +195.6% |
| All | +224.0% | +2,040.7% | -1,816.7% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling