+12.7%
AG vs SFM
+46.8%
-34.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.5% |
| 7D | -6.0% | -0.4% | -5.6% | -6.0% |
| 30D | -14.3% | -19.2% | +4.9% | -12.5% |
| 3M | -26.9% | -40.3% | +13.4% | -22.7% |
| 6M | -42.1% | -40.9% | -1.2% | -39.0% |
| YTD | -15.9% | -35.5% | +19.6% | -13.0% |
| 1Y | +11.5% | -37.4% | +48.9% | +15.7% |
| 3Y | +208.0% | +25.5% | +182.5% | +183.6% |
| 5Y | +2.4% | +113.0% | -110.6% | -13.9% |
| 10Y | +77.0% | +136.3% | -59.3% | +38.3% |
| All | +12.7% | +46.8% | -34.1% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling