+61.6%
AG vs SFM
+271.4%
-209.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | -6.7% | -10.6% | +3.9% | -5.6% |
| 30D | +2.2% | -15.5% | +17.6% | +4.0% |
| 3M | +15.7% | -17.4% | +33.1% | +17.8% |
| 6M | -23.8% | -3.4% | -20.4% | -24.4% |
| YTD | +17.6% | -8.7% | +26.3% | +17.2% |
| 1Y | +88.6% | -47.2% | +135.8% | +102.1% |
| 3Y | +253.4% | +82.7% | +170.7% | +214.2% |
| 5Y | +62.4% | +214.3% | -151.9% | +32.8% |
| All | +61.6% | +271.4% | -209.8% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling