+337.4%
AGI vs SFM
+271.4%
+66.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.7% | -10.6% | +7.9% | -1.4% |
| 30D | +7.2% | -15.5% | +22.7% | +9.4% |
| 3M | +4.3% | -17.4% | +21.7% | +6.4% |
| 6M | -27.1% | -3.4% | -23.7% | -27.6% |
| YTD | -6.6% | -8.7% | +2.1% | -6.8% |
| 1Y | +9.5% | -47.2% | +56.7% | +18.0% |
| 3Y | +208.4% | +82.7% | +125.7% | +170.9% |
| 5Y | +401.6% | +214.3% | +187.3% | +293.6% |
| All | +337.4% | +271.4% | +66.0% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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