+11.1%
AG vs SIMO
+154.7%
-143.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +1.0% |
| 7D | +6.3% | -22.0% | +28.3% | +10.8% |
| 30D | -8.9% | -43.0% | +34.1% | +0.5% |
| 3M | -12.2% | -39.1% | +26.9% | -5.2% |
| 6M | -28.3% | -33.3% | +5.0% | -25.2% |
| YTD | -8.8% | +77.0% | -85.8% | -26.5% |
| 1Y | +39.4% | +73.0% | -33.7% | +12.9% |
| 3Y | +229.4% | +215.7% | +13.7% | +130.6% |
| All | +11.1% | +154.7% | -143.5% | -24.5% |
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