+4,206.7%
AGI vs SM
+195.7%
+4,011.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -10.1% | +9.4% | -19.5% | -11.2% |
| 30D | -6.5% | -14.4% | +7.8% | -5.3% |
| 3M | -12.8% | +1.6% | -14.4% | -13.7% |
| 6M | -34.3% | +6.3% | -40.7% | -35.9% |
| YTD | -25.6% | +78.8% | -104.4% | -32.9% |
| 1Y | -14.2% | +83.1% | -97.4% | -22.9% |
| 3Y | +127.3% | -5.9% | +133.2% | +115.9% |
| 5Y | +241.8% | +4.8% | +236.9% | +209.6% |
| 10Y | +381.8% | +17.5% | +364.3% | +224.5% |
| All | +4,206.7% | +195.7% | +4,011.0% | +1,411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling