+398.1%
AGI vs SM
+108.0%
+290.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | -5.3% | +2.1% | -7.4% | -5.4% |
| 30D | +6.8% | +18.1% | -11.4% | +5.6% |
| 3M | +8.3% | +17.0% | -8.7% | +6.9% |
| 6M | -29.2% | +55.4% | -84.7% | -32.6% |
| YTD | -7.3% | +108.6% | -115.8% | -14.6% |
| 1Y | +8.0% | +45.7% | -37.6% | +2.9% |
| 3Y | +206.6% | -0.3% | +206.9% | +198.8% |
| 5Y | +398.1% | +113.0% | +285.1% | +367.4% |
| All | +398.1% | +108.0% | +290.1% | +367.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling