+80.7%
SAP vs ALM
+410.2%
-329.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | +0.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.6% |
| 30D | +6.5% | -19.3% | +25.9% | +7.1% |
| 3M | +12.2% | -40.6% | +52.9% | +13.6% |
| 6M | +46.1% | -57.9% | +104.0% | +49.0% |
| YTD | -1.6% | -6.7% | +5.1% | -3.2% |
| 1Y | -5.1% | +20.2% | -25.3% | -7.7% |
| 3Y | +68.4% | +879.4% | -811.1% | +49.4% |
| All | +80.7% | +410.2% | -329.5% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling