+288.7%
AG vs STT
+323.7%
-34.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | +6.0% | +1.1% | +4.8% | +5.7% |
| 30D | -13.5% | -1.9% | -11.6% | -13.0% |
| 3M | -20.7% | -7.6% | -13.1% | -19.1% |
| 6M | -31.5% | +16.0% | -47.5% | -33.9% |
| YTD | -10.1% | +36.2% | -46.3% | -16.6% |
| 1Y | +26.0% | +46.8% | -20.8% | +15.1% |
| 3Y | +228.9% | +177.8% | +51.1% | +156.8% |
| 5Y | +8.7% | +105.8% | -97.2% | -11.4% |
| 10Y | +71.9% | +197.6% | -125.7% | +19.5% |
| All | +288.7% | +323.7% | -34.9% | +71.6% |
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