-18.7%
SAP vs AGI
+9.2%
-27.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.1% | -2.7% | -1.3% | -3.8% |
| 30D | +1.1% | +7.2% | -6.2% | +0.3% |
| 3M | +26.1% | +4.3% | +21.8% | +25.7% |
| 6M | +9.8% | -27.1% | +36.9% | +12.8% |
| YTD | -13.6% | -6.6% | -7.0% | -12.9% |
| 1Y | -18.7% | +9.5% | -28.2% | -18.7% |
| All | -18.7% | +9.2% | -27.9% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling