+229.4%
AG vs SN
+397.9%
-168.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.0% |
| 7D | +6.3% | +7.2% | -0.9% | +4.3% |
| 30D | -8.9% | +20.4% | -29.3% | -13.6% |
| 3M | -12.2% | +23.9% | -36.1% | -17.7% |
| 6M | -28.3% | +93.0% | -121.3% | -41.1% |
| YTD | -8.8% | +99.2% | -108.1% | -26.1% |
| 1Y | +39.4% | +142.6% | -103.2% | +7.9% |
| 3Y | +229.4% | +398.8% | -169.4% | +48.4% |
| All | +229.4% | +397.9% | -168.5% | +48.4% |
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