+597.7%
AGI vs SITM
+4,437.5%
-3,839.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +2.2% | +3.7% | -1.5% | +2.0% |
| 30D | +11.3% | -14.5% | +25.8% | +12.2% |
| 3M | +5.6% | -10.6% | +16.2% | +5.6% |
| 6M | -27.7% | +65.5% | -93.2% | -30.5% |
| YTD | -4.1% | +67.0% | -71.1% | -8.2% |
| 1Y | +13.8% | +138.6% | -124.8% | +6.2% |
| 3Y | +217.0% | +421.8% | -204.8% | +174.6% |
| 5Y | +404.3% | +172.4% | +231.9% | +333.0% |
| All | +597.7% | +4,437.5% | -3,839.8% | +533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling