+125.0%
AG vs SPG
+19.6%
+105.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -0.1% | -1.7% | +1.6% | +0.1% |
| 30D | +12.5% | -6.3% | +18.7% | +13.6% |
| 3M | +28.2% | -2.4% | +30.6% | +27.7% |
| 6M | -18.8% | +9.6% | -28.5% | -21.7% |
| YTD | +27.4% | +14.2% | +13.2% | +22.7% |
| All | +125.0% | +19.6% | +105.4% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling