+222.9%
SAP vs ALM
+2,221.4%
-1,998.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +1.6% |
| 7D | +1.6% | +0.7% | +0.9% | +1.6% |
| 30D | +10.5% | -26.1% | +36.6% | +11.1% |
| 3M | +15.2% | -38.1% | +53.3% | +16.0% |
| 6M | +36.7% | -55.4% | +92.1% | +38.2% |
| YTD | -0.6% | -0.4% | -0.2% | -1.4% |
| 1Y | -4.1% | +25.4% | -29.5% | -5.5% |
| 3Y | +73.2% | +907.8% | -834.5% | +63.3% |
| 5Y | +74.1% | +440.2% | -366.1% | +64.6% |
| 10Y | +222.9% | +2,031.1% | -1,808.2% | +192.5% |
| All | +222.9% | +2,221.4% | -1,998.5% | +192.5% |
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