+229.4%
AG vs SIMO
+214.6%
+14.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.9% |
| 7D | +6.3% | -22.0% | +28.3% | +11.7% |
| 30D | -8.9% | -43.0% | +34.1% | +2.5% |
| 3M | -12.2% | -39.1% | +26.9% | -3.8% |
| 6M | -28.3% | -33.3% | +5.0% | -24.9% |
| YTD | -8.8% | +77.0% | -85.8% | -36.1% |
| 1Y | +39.4% | +73.0% | -33.7% | -1.5% |
| 3Y | +229.4% | +215.7% | +13.7% | +51.9% |
| All | +229.4% | +214.6% | +14.8% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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