-6.4%
SAP vs ALM
+31.8%
-38.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.3% | -4.1% |
| 7D | -0.7% | -6.7% | +6.0% | -0.7% |
| 30D | +11.1% | -32.9% | +44.0% | +10.9% |
| 3M | +17.0% | -39.5% | +56.5% | +17.0% |
| 6M | +34.8% | -62.0% | +96.8% | +36.8% |
| YTD | -2.2% | -7.8% | +5.6% | -5.2% |
| 1Y | -6.4% | +26.7% | -33.1% | -10.9% |
| All | -6.4% | +31.8% | -38.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling