+5,381.0%
AGI vs SBAC
+13,255.5%
-7,874.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +4.4% | -0.1% | +4.4% | +4.4% |
| 30D | +10.0% | +3.2% | +6.7% | +9.2% |
| 3M | +1.7% | -5.1% | +6.8% | +2.4% |
| 6M | -26.8% | -2.1% | -24.7% | -27.2% |
| YTD | -5.3% | -0.5% | -4.8% | -6.4% |
| 1Y | +11.5% | +1.1% | +10.4% | +9.7% |
| 3Y | +212.9% | -7.4% | +220.4% | +211.5% |
| 5Y | +388.8% | -44.3% | +433.1% | +439.6% |
| 10Y | +383.6% | +77.6% | +306.0% | +301.3% |
| All | +5,381.0% | +13,255.5% | -7,874.6% | +1,780.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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