+5,307.1%
AGI vs SNY
+247.7%
+5,059.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.7% | -3.3% | +0.6% | -1.8% |
| 30D | +7.2% | -2.2% | +9.4% | +7.9% |
| 3M | +4.3% | -3.0% | +7.3% | +5.1% |
| 6M | -27.1% | +2.7% | -29.8% | -27.7% |
| YTD | -6.6% | -6.8% | +0.2% | -4.8% |
| 1Y | +9.5% | -5.3% | +14.8% | +10.8% |
| 3Y | +208.4% | -9.8% | +218.2% | +208.8% |
| 5Y | +401.6% | +9.7% | +392.0% | +367.2% |
| 10Y | +387.3% | +64.5% | +322.8% | +289.3% |
| All | +5,307.1% | +247.7% | +5,059.4% | +2,882.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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