-85.6%
SMR vs AG
+29.4%
-115.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.1% | -13.6% | -9.1% |
| 7D | -9.5% | -2.6% | -6.9% | -8.8% |
| 30D | -33.2% | -12.1% | -21.1% | -28.9% |
| 3M | -45.9% | -6.6% | -39.3% | -44.4% |
| 6M | -57.9% | -20.5% | -37.4% | -53.4% |
| YTD | -63.8% | -7.4% | -56.4% | -63.2% |
| 1Y | -85.6% | +33.4% | -119.0% | -87.2% |
| All | -85.6% | +29.4% | -115.0% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling