-5.9%
SAP vs AG
+29.4%
-35.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.1% | -4.9% | +3.8% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | +15.5% | -12.1% | +27.7% | +16.0% |
| 3M | +22.8% | -6.6% | +29.4% | +23.0% |
| 6M | +42.5% | -20.5% | +62.9% | +43.0% |
| YTD | +0.5% | -7.4% | +8.0% | -1.2% |
| 1Y | -5.9% | +33.4% | -39.3% | -10.9% |
| All | -5.9% | +29.4% | -35.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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