+26.0%
AG vs STT
+48.0%
-22.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.2% |
| 7D | +6.0% | +1.1% | +4.8% | +5.1% |
| 30D | -13.5% | -1.9% | -11.6% | -12.0% |
| 3M | -20.7% | -7.6% | -13.1% | -16.2% |
| 6M | -31.5% | +16.0% | -47.5% | -39.7% |
| YTD | -10.1% | +36.2% | -46.3% | -34.2% |
| 1Y | +26.0% | +46.8% | -20.8% | -19.8% |
| All | +26.0% | +48.0% | -22.0% | -19.8% |
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