+445.6%
AG vs SIMO
+2,091.8%
-1,646.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.4% |
| 3M | +6.2% | -12.9% | +19.0% | +6.9% |
| 6M | -26.7% | +110.3% | -137.0% | -39.3% |
| YTD | +26.1% | +178.6% | -152.5% | -1.7% |
| 1Y | +131.7% | +220.0% | -88.3% | +75.5% |
| 3Y | +255.3% | +409.0% | -153.7% | +144.3% |
| 5Y | +61.9% | +277.3% | -215.4% | +13.2% |
| 10Y | +72.0% | +506.6% | -434.6% | +3.6% |
| All | +445.6% | +2,091.8% | -1,646.1% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling