+179.5%
AGI vs SFM
+117.5%
+62.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.6% |
| 7D | +4.4% | -5.8% | +10.2% | +5.1% |
| 30D | +10.0% | -11.4% | +21.3% | +11.5% |
| 3M | +1.7% | -12.2% | +13.9% | +3.0% |
| 6M | -26.8% | -5.2% | -21.6% | -27.1% |
| YTD | -5.3% | -4.5% | -0.9% | -6.0% |
| 1Y | +11.5% | -45.4% | +56.9% | +19.1% |
| 3Y | +212.9% | +91.1% | +121.8% | +176.6% |
| 5Y | +388.8% | +226.8% | +162.0% | +291.5% |
| 10Y | +383.6% | +291.9% | +91.7% | +257.2% |
| All | +179.5% | +117.5% | +62.0% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling