+67.2%
AG vs SIMO
+269.6%
-202.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.6% |
| 7D | +1.0% | +4.2% | -3.2% | +0.1% |
| 30D | +19.2% | +4.1% | +15.1% | +17.3% |
| 3M | +6.2% | -12.9% | +19.0% | +6.9% |
| 6M | -26.7% | +110.3% | -137.0% | -40.4% |
| YTD | +26.1% | +178.6% | -152.5% | -5.7% |
| 1Y | +131.7% | +220.0% | -88.3% | +66.9% |
| 3Y | +255.3% | +409.0% | -153.7% | +130.1% |
| All | +67.2% | +269.6% | -202.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling