+445.6%
AG vs SPG
+423.2%
+22.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +1.0% | -2.4% | +3.4% | +1.7% |
| 30D | +19.2% | -6.8% | +26.0% | +21.5% |
| 3M | +6.2% | +2.7% | +3.5% | +5.0% |
| 6M | -26.7% | +5.5% | -32.1% | -28.0% |
| YTD | +26.1% | +15.7% | +10.4% | +20.6% |
| 1Y | +131.7% | +20.9% | +110.8% | +118.7% |
| 3Y | +255.3% | +112.4% | +143.0% | +186.7% |
| 5Y | +61.9% | +101.4% | -39.4% | +30.9% |
| 10Y | +72.0% | +60.6% | +11.4% | +34.7% |
| All | +445.6% | +423.2% | +22.5% | +141.3% |
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