+279.0%
AG vs STT
+203.8%
+75.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +4.5% | +2.2% | +2.3% | +3.3% |
| 30D | +12.9% | +3.9% | +9.0% | +10.3% |
| 3M | +20.9% | +19.2% | +1.8% | +9.9% |
| 6M | -19.5% | +60.4% | -79.9% | -37.3% |
| YTD | +24.8% | +51.5% | -26.7% | -0.1% |
| 1Y | +120.2% | +76.3% | +44.0% | +64.9% |
| 3Y | +279.0% | +200.7% | +78.3% | +114.7% |
| All | +279.0% | +203.8% | +75.2% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling