+279.0%
AG vs SM
-2.8%
+281.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.7% | -1.5% |
| 7D | +4.5% | -0.2% | +4.6% | +4.5% |
| 30D | +12.9% | +31.5% | -18.7% | +9.2% |
| 3M | +20.9% | +17.3% | +3.6% | +18.1% |
| 6M | -19.5% | +48.5% | -68.0% | -26.2% |
| YTD | +24.8% | +106.3% | -81.5% | +5.0% |
| 1Y | +120.2% | +47.3% | +72.9% | +99.3% |
| 3Y | +279.0% | -1.4% | +280.4% | +264.0% |
| All | +279.0% | -2.8% | +281.8% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling