+445.6%
AG vs SM
+10.7%
+434.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.4% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +19.2% | +26.3% | -7.1% | +13.4% |
| 3M | +6.2% | +8.7% | -2.5% | +3.2% |
| 6M | -26.7% | +51.7% | -78.4% | -34.9% |
| YTD | +26.1% | +99.0% | -72.9% | +5.1% |
| 1Y | +131.7% | +34.6% | +97.1% | +108.9% |
| 3Y | +255.3% | -7.8% | +263.1% | +236.3% |
| 5Y | +61.9% | +104.8% | -42.8% | +22.7% |
| 10Y | +72.0% | +7.2% | +64.8% | -4.3% |
| All | +445.6% | +10.7% | +434.9% | +80.0% |
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