+33.4%
AG vs STT
+53.6%
-20.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.2% | +7.0% | +7.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.4% |
| 30D | -12.1% | -1.7% | -10.4% | -10.7% |
| 3M | -6.6% | -6.4% | -0.2% | -2.3% |
| 6M | -20.5% | +17.7% | -38.1% | -30.8% |
| YTD | -7.4% | +36.9% | -44.3% | -32.7% |
| 1Y | +33.4% | +52.0% | -18.6% | -20.4% |
| All | +33.4% | +53.6% | -20.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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