+524.0%
SAP vs AG
+294.5%
+229.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +37.9% |
| YTD | -2.2% | -8.8% | +6.6% | -3.8% |
| 1Y | -6.4% | +39.4% | -45.8% | -12.3% |
| 3Y | +75.1% | +229.4% | -154.3% | +43.7% |
| 5Y | +69.8% | +14.5% | +55.3% | +51.6% |
| 10Y | +219.8% | +82.7% | +137.1% | +148.6% |
| All | +524.0% | +294.5% | +229.6% | +191.7% |
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