+235.4%
SAP vs AG
+80.4%
+155.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.5% |
| 7D | -3.9% | -6.0% | +2.2% | -3.4% |
| 30D | +6.5% | -14.3% | +20.8% | +7.9% |
| 3M | +14.7% | -26.9% | +41.6% | +17.5% |
| 6M | +39.9% | -42.1% | +82.0% | +45.8% |
| YTD | -2.0% | -15.9% | +13.9% | -2.8% |
| 1Y | -6.0% | +11.5% | -17.5% | -9.6% |
| 3Y | +67.7% | +208.0% | -140.3% | +39.7% |
| 5Y | +78.8% | +2.4% | +76.4% | +60.9% |
| All | +235.4% | +80.4% | +155.0% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling