+264.1%
AG vs SITM
+423.6%
-159.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.3% |
| 7D | -5.8% | +4.8% | -10.6% | -6.8% |
| 30D | +6.4% | -9.7% | +16.1% | +8.0% |
| 3M | +28.4% | -9.3% | +37.7% | +28.0% |
| 6M | -24.5% | +69.5% | -94.0% | -34.0% |
| YTD | +21.2% | +70.5% | -49.3% | +4.0% |
| 1Y | +114.1% | +145.3% | -31.2% | +67.9% |
| All | +264.1% | +423.6% | -159.5% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling