+219.9%
AG vs SN
+476.8%
-256.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.9% |
| 7D | -0.1% | -3.4% | +3.3% | +0.7% |
| 30D | +12.5% | -9.1% | +21.5% | +14.9% |
| 3M | +28.2% | +31.8% | -3.6% | +19.8% |
| 6M | -18.8% | +52.0% | -70.9% | -26.9% |
| YTD | +27.4% | +51.3% | -23.9% | +14.7% |
| 1Y | +132.2% | +46.9% | +85.3% | +108.8% |
| 3Y | +286.9% | +394.9% | -108.1% | +172.5% |
| All | +219.9% | +476.8% | -256.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling