-6.0%
SAP vs AG
+15.8%
-21.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.2% |
| 7D | -3.9% | -6.0% | +2.2% | -3.6% |
| 30D | +6.5% | -14.3% | +20.8% | +7.2% |
| 3M | +14.7% | -26.9% | +41.6% | +16.1% |
| 6M | +39.9% | -42.1% | +82.0% | +43.6% |
| YTD | -2.0% | -15.9% | +13.9% | -4.1% |
| 1Y | -6.0% | +11.5% | -17.5% | -11.8% |
| All | -6.0% | +15.8% | -21.9% | -11.8% |
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 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