+56.5%
SAP vs AGI
+208.5%
-152.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -0.3% | +4.4% | -4.6% | -0.8% |
| 30D | +2.6% | +10.0% | -7.4% | +1.3% |
| 3M | +16.3% | +1.7% | +14.5% | +15.8% |
| 6M | +6.4% | -26.8% | +33.2% | +10.2% |
| YTD | -11.4% | -5.3% | -6.1% | -11.8% |
| 1Y | -20.4% | +11.5% | -31.9% | -23.0% |
| 3Y | +56.5% | +212.9% | -156.4% | +29.1% |
| All | +56.5% | +208.5% | -152.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling