+33.4%
AG vs SFM
-35.8%
+69.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.6% | +5.5% | +9.3% |
| 7D | -2.6% | -12.3% | +9.7% | -3.1% |
| 30D | -12.1% | -16.2% | +4.1% | -12.9% |
| 3M | -6.6% | -36.8% | +30.2% | -10.1% |
| 6M | -20.5% | -32.6% | +12.1% | -22.6% |
| YTD | -7.4% | -31.7% | +24.3% | -10.3% |
| 1Y | +33.4% | -35.0% | +68.4% | +34.6% |
| All | +33.4% | -35.8% | +69.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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