+228.9%
AG vs SPG
+136.6%
+92.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.2% |
| 7D | +6.0% | +5.6% | +0.4% | +3.3% |
| 30D | -13.5% | +17.6% | -31.1% | -20.2% |
| 3M | -20.7% | +7.5% | -28.1% | -23.5% |
| 6M | -31.5% | +18.5% | -50.1% | -37.8% |
| YTD | -10.1% | +30.9% | -41.1% | -22.9% |
| 1Y | +26.0% | +34.1% | -8.1% | +6.7% |
| 3Y | +228.9% | +135.5% | +93.4% | +50.0% |
| All | +228.9% | +136.6% | +92.3% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling