+255.2%
AG vs SPG
+488.2%
-233.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | -10.0% | +2.0% | -12.0% | -10.4% |
| 30D | -10.5% | +17.2% | -27.7% | -14.4% |
| 3M | -27.3% | +6.3% | -33.6% | -28.5% |
| 6M | -43.0% | +18.7% | -61.7% | -45.8% |
| YTD | -17.9% | +30.1% | -48.0% | -24.0% |
| 1Y | +11.9% | +32.8% | -20.8% | +3.1% |
| 3Y | +201.8% | +133.6% | +68.2% | +137.7% |
| 5Y | -0.1% | +84.4% | -84.5% | -17.4% |
| 10Y | +72.7% | +114.3% | -41.6% | +24.2% |
| All | +255.2% | +488.2% | -233.0% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling