+61.6%
AG vs SPMO
+517.6%
-456.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.3% |
| 7D | -6.7% | -0.9% | -5.8% | -6.1% |
| 30D | +2.2% | -1.9% | +4.1% | +3.5% |
| 3M | +15.7% | -1.4% | +17.1% | +16.5% |
| 6M | -23.8% | +25.5% | -49.3% | -33.8% |
| YTD | +17.6% | +24.8% | -7.2% | +2.9% |
| 1Y | +88.6% | +24.5% | +64.1% | +66.1% |
| 3Y | +253.4% | +157.1% | +96.3% | +104.4% |
| 5Y | +62.4% | +149.5% | -87.1% | -5.1% |
| All | +61.6% | +517.6% | -456.0% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling