+34.8%
SAP vs AG
-25.7%
+60.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -6.0% | -4.2% |
| 7D | -0.7% | +6.3% | -7.0% | -0.8% |
| 30D | +11.1% | -8.9% | +20.0% | +11.0% |
| 3M | +17.0% | -12.2% | +29.2% | +17.5% |
| 6M | +34.8% | -28.3% | +63.1% | +35.0% |
| All | +34.8% | -25.7% | +60.6% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling