+0.3%
AGI vs SM
+70.4%
-70.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -15.3% | +26.1% | +7.8% |
| 7D | -5.3% | -21.5% | +16.2% | -8.8% |
| 30D | -7.1% | -11.4% | +4.2% | -8.9% |
| 3M | +4.4% | +0.6% | +3.8% | +5.1% |
| 6M | -23.0% | +0.2% | -23.3% | -21.8% |
| YTD | -22.0% | +69.7% | -91.7% | -26.0% |
| 1Y | +0.3% | +71.6% | -71.3% | -4.7% |
| All | +0.3% | +70.4% | -70.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling