+139.7%
AG vs SN
+681.9%
-542.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +4.0% |
| 7D | +10.8% | +7.6% | +3.2% | +9.0% |
| 30D | -8.2% | +24.1% | -32.2% | -12.7% |
| 3M | -13.7% | +23.7% | -37.4% | -18.1% |
| 6M | -27.3% | +105.5% | -132.8% | -39.0% |
| YTD | -4.6% | +105.1% | -109.7% | -20.2% |
| 1Y | +39.4% | +148.3% | -108.9% | +12.5% |
| 3Y | +244.1% | +438.7% | -194.6% | +129.4% |
| All | +139.7% | +681.9% | -542.2% | +58.9% |
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