+409.0%
AG vs SNY
+126.2%
+282.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -6.7% | -3.3% | -3.4% | -5.2% |
| 30D | +2.2% | -2.2% | +4.3% | +3.2% |
| 3M | +15.7% | -3.0% | +18.7% | +17.1% |
| 6M | -23.8% | +2.7% | -26.5% | -25.2% |
| YTD | +17.6% | -6.8% | +24.5% | +20.9% |
| 1Y | +88.6% | -5.3% | +93.9% | +91.3% |
| 3Y | +253.4% | -9.8% | +263.2% | +252.4% |
| 5Y | +62.4% | +9.7% | +52.8% | +44.0% |
| 10Y | +61.2% | +64.5% | -3.3% | +11.0% |
| All | +409.0% | +126.2% | +282.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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