+279.0%
AG vs SN
+430.5%
-151.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +12.9% | -5.6% | +18.5% | +14.5% |
| 3M | +20.9% | +48.1% | -27.1% | +8.8% |
| 6M | -19.5% | +57.6% | -77.2% | -28.9% |
| YTD | +24.8% | +56.5% | -31.7% | +10.2% |
| 1Y | +120.2% | +52.6% | +67.7% | +94.0% |
| 3Y | +279.0% | +412.0% | -133.0% | +147.8% |
| All | +279.0% | +430.5% | -151.4% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling