+131.7%
AG vs SPMO
+29.9%
+101.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -4.0% |
| 7D | +1.0% | +2.0% | -1.0% | -1.6% |
| 30D | +19.2% | -0.4% | +19.5% | +19.5% |
| 3M | +6.2% | -1.9% | +8.0% | +7.2% |
| 6M | -26.7% | +25.0% | -51.7% | -50.9% |
| YTD | +26.1% | +26.0% | +0.1% | -16.7% |
| 1Y | +131.7% | +28.7% | +103.0% | +33.8% |
| All | +131.7% | +29.9% | +101.7% | +33.8% |
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