+5,459.2%
AGI vs SM
+229.2%
+5,229.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +18.2% | +26.3% | -8.1% | +14.7% |
| 3M | -4.1% | +8.7% | -12.8% | -5.7% |
| 6M | -28.7% | +51.7% | -80.4% | -33.6% |
| YTD | -4.0% | +99.0% | -103.0% | -13.8% |
| 1Y | +17.4% | +34.6% | -17.2% | +10.4% |
| 3Y | +203.0% | -7.8% | +210.8% | +191.1% |
| 5Y | +376.7% | +104.8% | +271.9% | +296.0% |
| 10Y | +407.5% | +7.2% | +400.2% | +257.5% |
| All | +5,459.2% | +229.2% | +5,229.9% | +1,840.7% |
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 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