+68.4%
SAP vs AGG
+14.0%
+54.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | -1.5% | +2.1% | +2.3% |
| 30D | +6.5% | +0.6% | +5.9% | +5.9% |
| 3M | +12.2% | -1.6% | +13.9% | +14.3% |
| 6M | +46.1% | -1.6% | +47.7% | +48.6% |
| YTD | -1.6% | -1.5% | -0.1% | +0.2% |
| 1Y | -5.1% | -1.1% | -4.0% | -3.6% |
| 3Y | +68.4% | +13.6% | +54.7% | +57.4% |
| All | +68.4% | +14.0% | +54.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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