+67.8%
SAP vs AG
+219.6%
-151.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -2.5% | -4.0% | +1.6% | -2.2% |
| 30D | +7.5% | -13.1% | +20.5% | +8.4% |
| 3M | +11.6% | -22.0% | +33.7% | +13.4% |
| 6M | +37.6% | -37.3% | +74.9% | +41.6% |
| YTD | -2.0% | -11.2% | +9.2% | -3.3% |
| 1Y | -6.4% | +23.9% | -30.3% | -10.7% |
| All | +67.8% | +219.6% | -151.8% | +39.1% |
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