+33.4%
AG vs SPMO
+11.0%
+22.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.8% | +10.0% | +10.2% |
| 7D | -2.6% | -8.9% | +6.3% | +9.7% |
| 30D | -12.1% | -13.8% | +1.7% | +6.4% |
| 3M | -6.6% | -12.5% | +5.9% | +10.9% |
| 6M | -20.5% | -1.5% | -19.0% | -23.7% |
| YTD | -7.4% | +11.3% | -18.8% | -27.0% |
| 1Y | +33.4% | +11.5% | +21.9% | +6.1% |
| All | +33.4% | +11.0% | +22.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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