+216.8%
AGI vs SFM
+83.0%
+133.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.6% |
| 7D | +2.2% | -7.2% | +9.4% | +2.7% |
| 30D | +11.3% | -14.3% | +25.6% | +12.4% |
| 3M | +5.6% | -13.7% | +19.4% | +6.5% |
| 6M | -27.7% | -6.0% | -21.7% | -27.9% |
| YTD | -4.1% | -8.2% | +4.2% | -4.4% |
| 1Y | +13.8% | -46.2% | +60.0% | +23.3% |
| All | +216.8% | +83.0% | +133.8% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling