+81.1%
AG vs SITM
+4,789.7%
-4,708.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.5% | -3.8% |
| 7D | -6.7% | +3.9% | -10.6% | -7.4% |
| 30D | +2.2% | -6.6% | +8.8% | +2.9% |
| 3M | +15.7% | -11.9% | +27.6% | +16.0% |
| 6M | -23.8% | +81.1% | -104.9% | -32.5% |
| YTD | +17.6% | +80.0% | -62.3% | +3.1% |
| 1Y | +88.6% | +145.8% | -57.2% | +55.7% |
| 3Y | +253.4% | +475.9% | -222.5% | +141.5% |
| 5Y | +62.4% | +189.2% | -126.8% | +11.7% |
| All | +81.1% | +4,789.7% | -4,708.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling