+398.1%
AGI vs SFM
+212.1%
+186.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.2% |
| 7D | -5.3% | -8.8% | +3.5% | -4.5% |
| 30D | +6.8% | -14.5% | +21.2% | +8.1% |
| 3M | +8.3% | -16.8% | +25.1% | +9.8% |
| 6M | -29.2% | -5.3% | -23.9% | -29.5% |
| YTD | -7.3% | -9.4% | +2.1% | -7.4% |
| 1Y | +8.0% | -46.2% | +54.2% | +15.1% |
| 3Y | +206.6% | +81.3% | +125.3% | +180.0% |
| 5Y | +398.1% | +211.9% | +186.3% | +348.5% |
| All | +398.1% | +212.1% | +186.0% | +348.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling