+88.6%
AG vs SITM
+155.7%
-67.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.3% |
| 6M | -23.8% | +81.1% | -104.9% | -31.4% |
| YTD | +17.6% | +80.0% | -62.3% | +5.3% |
| 1Y | +88.6% | +145.8% | -57.2% | +59.8% |
| All | +88.6% | +155.7% | -67.1% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling