+337.4%
AGI vs SAN
+357.1%
-19.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +7.2% | +0.9% | +6.3% | +7.1% |
| 3M | +4.3% | +19.1% | -14.8% | +1.6% |
| 6M | -27.1% | +33.2% | -60.3% | -29.9% |
| YTD | -6.6% | +29.1% | -35.7% | -10.1% |
| 1Y | +9.5% | +50.2% | -40.7% | +3.6% |
| 3Y | +208.4% | +351.0% | -142.6% | +159.2% |
| 5Y | +401.6% | +394.7% | +7.0% | +310.2% |
| All | +337.4% | +357.1% | -19.7% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling