+1,029.3%
SAP vs AGI
+5,459.2%
-4,429.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +9.0% | +18.2% | -9.2% | +7.8% |
| 3M | +14.9% | -4.1% | +19.1% | +15.0% |
| 6M | +11.9% | -28.7% | +40.6% | +13.9% |
| YTD | -9.9% | -4.0% | -5.9% | -10.2% |
| 1Y | -19.5% | +17.4% | -37.0% | -21.0% |
| 3Y | +61.8% | +203.0% | -141.2% | +49.2% |
| 5Y | +56.2% | +376.7% | -320.5% | +39.5% |
| 10Y | +180.6% | +407.5% | -226.9% | +142.2% |
| All | +1,029.3% | +5,459.2% | -4,429.8% | +856.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling