-6.4%
SAP vs AG
+40.6%
-47.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -6.0% | -4.2% |
| 7D | -0.7% | +6.3% | -7.0% | -1.0% |
| 30D | +11.1% | -8.9% | +20.0% | +11.4% |
| 3M | +17.0% | -12.2% | +29.2% | +17.5% |
| 6M | +34.8% | -28.3% | +63.1% | +36.4% |
| YTD | -2.2% | -8.8% | +6.6% | -4.4% |
| 1Y | -6.4% | +39.4% | -45.8% | -13.0% |
| All | -6.4% | +40.6% | -47.1% | -13.0% |
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