+228.9%
AG vs SFM
+19.7%
+209.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.4% | -5.8% |
| 7D | +6.0% | -6.9% | +12.9% | +6.5% |
| 30D | -13.5% | -25.0% | +11.4% | -12.1% |
| 3M | -20.7% | -42.7% | +22.0% | -18.1% |
| 6M | -31.5% | -41.0% | +9.5% | -29.6% |
| YTD | -10.1% | -38.7% | +28.5% | -8.6% |
| 1Y | +26.0% | -38.1% | +64.1% | +27.9% |
| 3Y | +228.9% | +19.3% | +209.6% | +200.1% |
| All | +228.9% | +19.7% | +209.2% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling