+5,381.0%
AGI vs SAN
+579.8%
+4,801.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.4% | +3.3% | +1.0% | +3.7% |
| 30D | +10.0% | +1.1% | +8.9% | +9.8% |
| 3M | +1.7% | +22.2% | -20.5% | -2.0% |
| 6M | -26.8% | +36.0% | -62.8% | -30.8% |
| YTD | -5.3% | +28.2% | -33.6% | -9.8% |
| 1Y | +11.5% | +54.1% | -42.6% | +2.8% |
| 3Y | +212.9% | +354.2% | -141.3% | +135.2% |
| 5Y | +388.8% | +387.3% | +1.5% | +255.0% |
| 10Y | +383.6% | +334.8% | +48.8% | +233.6% |
| All | +5,381.0% | +579.8% | +4,801.2% | +2,982.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling