+216.8%
AGI vs SAN
+343.8%
-127.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +11.3% | -0.1% | +11.3% | +11.3% |
| 3M | +5.6% | +19.6% | -14.0% | -0.8% |
| 6M | -27.7% | +32.7% | -60.4% | -34.1% |
| YTD | -4.1% | +26.7% | -30.8% | -12.3% |
| 1Y | +13.8% | +51.6% | -37.9% | -1.1% |
| All | +216.8% | +343.8% | -127.0% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling