+106.2%
AG vs SN
+671.3%
-565.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -3.1% |
| 7D | -10.0% | +1.5% | -11.5% | -10.3% |
| 30D | -10.5% | +21.5% | -32.0% | -14.5% |
| 3M | -27.3% | +20.0% | -47.3% | -30.5% |
| 6M | -43.0% | +119.9% | -162.9% | -52.8% |
| YTD | -17.9% | +102.3% | -120.2% | -31.1% |
| 1Y | +11.9% | +148.0% | -136.1% | -9.6% |
| 3Y | +201.8% | +450.0% | -248.2% | +101.6% |
| All | +106.2% | +671.3% | -565.1% | +37.2% |
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