+70.8%
SAP vs AG
+12.9%
+57.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -6.0% | -4.3% |
| 7D | -0.7% | +6.3% | -7.0% | -1.3% |
| 30D | +11.1% | -8.9% | +20.0% | +12.0% |
| 3M | +17.0% | -12.2% | +29.2% | +18.1% |
| 6M | +34.8% | -28.3% | +63.1% | +38.0% |
| YTD | -2.2% | -8.8% | +6.6% | -4.3% |
| 1Y | -6.4% | +39.4% | -45.8% | -13.5% |
| 3Y | +75.1% | +229.4% | -154.3% | +34.9% |
| All | +70.8% | +12.9% | +57.8% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling