+179.0%
SAP vs AGI
+398.0%
-218.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.5% |
| 30D | +0.3% | +11.3% | -11.0% | -0.7% |
| 3M | +16.9% | +5.6% | +11.2% | +16.1% |
| 6M | +6.3% | -27.7% | +34.0% | +8.9% |
| YTD | -12.4% | -4.1% | -8.3% | -12.8% |
| 1Y | -21.6% | +13.8% | -35.4% | -23.4% |
| 3Y | +54.8% | +217.0% | -162.3% | +37.5% |
| 5Y | +56.2% | +404.3% | -348.2% | +33.2% |
| 10Y | +179.0% | +400.5% | -221.5% | +136.3% |
| All | +179.0% | +398.0% | -218.9% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling