+216.8%
AG vs SN
+490.7%
-273.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | +1.0% | -9.3% | +10.3% | +3.4% |
| 30D | +19.2% | -4.8% | +24.0% | +20.5% |
| 3M | +6.2% | +40.4% | -34.3% | -2.3% |
| 6M | -26.7% | +50.9% | -77.6% | -33.9% |
| YTD | +26.1% | +54.9% | -28.8% | +12.9% |
| 1Y | +131.7% | +43.0% | +88.6% | +109.2% |
| 3Y | +255.3% | +391.8% | -136.5% | +149.6% |
| All | +216.8% | +490.7% | -273.9% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling