+62.4%
SAP vs AG
+260.2%
-197.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | +9.0% | +19.2% | -10.2% | +7.6% |
| 3M | +14.9% | +6.2% | +8.8% | +14.1% |
| 6M | +11.9% | -26.7% | +38.6% | +13.8% |
| YTD | -9.9% | +26.1% | -36.0% | -13.0% |
| 1Y | -19.5% | +131.7% | -151.2% | -27.1% |
| All | +62.4% | +260.2% | -197.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling