+282.7%
AG vs SFM
+83.0%
+199.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.3% |
| 7D | -0.1% | -7.2% | +7.1% | +0.3% |
| 30D | +12.5% | -14.3% | +26.8% | +13.5% |
| 3M | +28.2% | -13.7% | +41.9% | +29.1% |
| 6M | -18.8% | -6.0% | -12.8% | -19.3% |
| YTD | +27.4% | -8.2% | +35.6% | +26.5% |
| 1Y | +132.2% | -46.2% | +178.4% | +153.2% |
| All | +282.7% | +83.0% | +199.7% | +218.0% |
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