+67.3%
AG vs SFM
+212.1%
-144.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.7% |
| 7D | -5.8% | -8.8% | +3.0% | -4.9% |
| 30D | +6.4% | -14.5% | +20.8% | +8.1% |
| 3M | +28.4% | -16.8% | +45.2% | +30.6% |
| 6M | -24.5% | -5.3% | -19.1% | -25.0% |
| YTD | +21.2% | -9.4% | +30.6% | +20.6% |
| 1Y | +114.1% | -46.2% | +160.3% | +132.4% |
| 3Y | +268.0% | +81.3% | +186.8% | +212.2% |
| 5Y | +67.3% | +211.9% | -144.5% | +35.0% |
| All | +67.3% | +212.1% | -144.8% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling