+264.0%
AG vs SM
-0.4%
+264.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.2% | -10.4% | -6.3% |
| 7D | -6.0% | +10.6% | -16.6% | -8.1% |
| 30D | -14.3% | -15.0% | +0.6% | -12.3% |
| 3M | -26.9% | +1.7% | -28.6% | -28.2% |
| 6M | -42.1% | +5.9% | -48.0% | -44.5% |
| YTD | -15.9% | +79.0% | -94.9% | -29.3% |
| 1Y | +11.5% | +84.7% | -73.2% | -7.0% |
| 3Y | +208.0% | -3.5% | +211.4% | +185.4% |
| 5Y | +2.4% | +4.9% | -2.5% | -10.9% |
| 10Y | +77.0% | +17.7% | +59.3% | -7.6% |
| All | +264.0% | -0.4% | +264.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling