+475.0%
SAP vs AG
+445.6%
+29.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +14.9% | +6.2% | +8.8% | +13.5% |
| 6M | +11.9% | -26.7% | +38.6% | +14.1% |
| YTD | -9.9% | +26.1% | -36.0% | -14.0% |
| 1Y | -19.5% | +131.7% | -151.2% | -28.8% |
| 3Y | +61.8% | +255.3% | -193.5% | +31.8% |
| 5Y | +56.2% | +61.9% | -5.8% | +34.8% |
| 10Y | +180.6% | +72.0% | +108.6% | +120.2% |
| All | +475.0% | +445.6% | +29.4% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling