+216.8%
AGI vs SM
-1.2%
+218.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.3% | +20.3% | -9.0% | +11.5% |
| 3M | +5.6% | +22.9% | -17.3% | +6.0% |
| 6M | -27.7% | +47.8% | -75.5% | -28.3% |
| YTD | -4.1% | +107.5% | -111.5% | -7.4% |
| 1Y | +13.8% | +51.7% | -37.9% | +11.5% |
| All | +216.8% | -1.2% | +218.0% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling