+66.5%
AG vs SM
+23.2%
+43.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.9% |
| 7D | -5.8% | +2.1% | -7.9% | -6.0% |
| 30D | +6.4% | +18.1% | -11.8% | +4.5% |
| 3M | +28.4% | +17.0% | +11.4% | +25.6% |
| 6M | -24.5% | +55.4% | -79.9% | -29.1% |
| YTD | +21.2% | +108.6% | -87.4% | +9.7% |
| 1Y | +114.1% | +45.7% | +68.4% | +101.4% |
| 3Y | +268.0% | -0.3% | +268.4% | +255.6% |
| 5Y | +67.3% | +113.0% | -45.7% | +48.7% |
| All | +66.5% | +23.2% | +43.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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