+272.5%
SAP vs ALM
+3,289.7%
-3,017.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -3.9% | -4.0% | +0.1% | -3.9% |
| 30D | +6.5% | -30.5% | +37.0% | +6.6% |
| 3M | +14.7% | -46.9% | +61.6% | +14.9% |
| 6M | +39.9% | -65.5% | +105.4% | +40.4% |
| YTD | -2.0% | -13.4% | +11.4% | -2.1% |
| 1Y | -6.0% | +9.8% | -15.8% | -6.2% |
| 3Y | +67.7% | +783.1% | -715.4% | +65.8% |
| 5Y | +78.8% | +378.3% | -299.5% | +76.9% |
| 10Y | +229.3% | +1,942.8% | -1,713.6% | +223.0% |
| All | +272.5% | +3,289.7% | -3,017.3% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling