+479.3%
AG vs SPMO
+575.0%
-95.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -0.1% | +2.7% | -2.8% | -1.9% |
| 30D | +12.5% | +1.1% | +11.4% | +11.6% |
| 3M | +28.2% | +2.0% | +26.1% | +26.3% |
| 6M | -18.8% | +26.5% | -45.4% | -29.5% |
| YTD | +27.4% | +26.5% | +0.9% | +11.0% |
| 1Y | +132.2% | +27.9% | +104.2% | +102.1% |
| 3Y | +286.9% | +160.4% | +126.5% | +127.4% |
| 5Y | +72.8% | +151.5% | -78.7% | +2.7% |
| 10Y | +74.6% | +526.3% | -451.7% | -3.1% |
| All | +479.3% | +575.0% | -95.7% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling