+67.8%
SAP vs ALM
+901.8%
-834.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -2.5% | -7.2% | +4.7% | -2.3% |
| 30D | +7.5% | -26.4% | +33.8% | +8.3% |
| 3M | +11.6% | -38.6% | +50.2% | +12.9% |
| 6M | +37.6% | -61.0% | +98.6% | +41.1% |
| YTD | -2.0% | -7.4% | +5.4% | -4.0% |
| 1Y | -6.4% | +14.0% | -20.3% | -9.4% |
| All | +67.8% | +901.8% | -834.1% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling