+60.9%
AG vs SPMO
+148.2%
-87.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -3.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +6.4% | -0.7% | +7.1% | +7.0% |
| 3M | +28.4% | +2.8% | +25.5% | +23.9% |
| 6M | -24.5% | +24.4% | -48.9% | -38.2% |
| YTD | +21.2% | +24.2% | -3.0% | -0.2% |
| 1Y | +114.1% | +24.5% | +89.6% | +77.0% |
| 3Y | +268.0% | +155.6% | +112.5% | +60.4% |
| All | +60.9% | +148.2% | -87.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling