+11.9%
AG vs SM
+84.2%
-72.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.5% |
| 7D | -10.0% | +9.4% | -19.4% | -8.2% |
| 30D | -10.5% | -14.4% | +3.9% | -12.3% |
| 3M | -27.3% | +1.6% | -28.8% | -26.4% |
| 6M | -43.0% | +6.3% | -49.3% | -41.1% |
| YTD | -17.9% | +78.8% | -96.7% | -19.2% |
| 1Y | +11.9% | +83.1% | -71.2% | +8.3% |
| All | +11.9% | +84.2% | -72.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling