-5.5%
SAP vs AG
+24.7%
-30.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.3% | -1.3% |
| 7D | +1.5% | +6.0% | -4.5% | +1.2% |
| 30D | +8.8% | -13.5% | +22.4% | +9.4% |
| 3M | +12.1% | -20.7% | +32.8% | +13.0% |
| 6M | +34.6% | -31.5% | +66.1% | +36.6% |
| YTD | -2.1% | -10.1% | +8.0% | -4.4% |
| 1Y | -5.5% | +26.0% | -31.5% | -11.9% |
| All | -5.5% | +24.7% | -30.3% | -11.9% |
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