+72.8%
AG vs SM
+119.2%
-46.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +12.5% | +20.3% | -7.8% | +8.6% |
| 3M | +28.2% | +22.9% | +5.2% | +22.0% |
| 6M | -18.8% | +47.8% | -66.7% | -27.2% |
| YTD | +27.4% | +107.5% | -80.1% | +4.4% |
| 1Y | +132.2% | +51.7% | +80.4% | +104.0% |
| 3Y | +286.9% | -0.9% | +287.7% | +264.0% |
| 5Y | +72.8% | +112.2% | -39.5% | +48.4% |
| All | +72.8% | +119.2% | -46.4% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling