+208.4%
AGI vs SITM
+452.7%
-244.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.3% |
| 7D | -2.7% | +3.9% | -6.6% | -3.0% |
| 30D | +7.2% | -6.6% | +13.8% | +7.6% |
| 3M | +4.3% | -11.9% | +16.1% | +4.4% |
| 6M | -27.1% | +81.1% | -108.2% | -30.9% |
| YTD | -6.6% | +80.0% | -86.6% | -11.7% |
| 1Y | +9.5% | +145.8% | -136.3% | +0.7% |
| 3Y | +208.4% | +475.9% | -267.4% | +146.0% |
| All | +208.4% | +452.7% | -244.2% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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