+445.6%
AG vs STT
+377.1%
+68.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +19.2% | +3.9% | +15.3% | +18.0% |
| 3M | +6.2% | +20.0% | -13.8% | +1.5% |
| 6M | -26.7% | +55.3% | -82.0% | -34.2% |
| YTD | +26.1% | +53.3% | -27.2% | +13.5% |
| 1Y | +131.7% | +74.7% | +57.0% | +102.5% |
| 3Y | +255.3% | +205.8% | +49.5% | +170.1% |
| 5Y | +61.9% | +145.0% | -83.1% | +26.2% |
| 10Y | +72.0% | +266.0% | -194.0% | +13.4% |
| All | +445.6% | +377.1% | +68.6% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling