+132.2%
AG vs STT
+76.7%
+55.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.8% |
| 30D | +12.5% | +2.8% | +9.7% | +9.6% |
| 3M | +28.2% | +18.1% | +10.0% | +11.3% |
| 6M | -18.8% | +59.2% | -78.1% | -45.4% |
| YTD | +27.4% | +51.5% | -24.1% | -12.1% |
| 1Y | +132.2% | +75.7% | +56.5% | +36.9% |
| All | +132.2% | +76.7% | +55.5% | +36.9% |
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