-70.2%
SMR vs AG
+119.5%
-189.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -3.0% |
| 7D | +4.7% | -5.8% | +10.5% | +8.0% |
| 30D | +3.2% | +6.4% | -3.1% | -0.4% |
| 3M | +9.9% | +28.4% | -18.5% | -5.0% |
| 6M | -15.1% | -24.5% | +9.3% | -5.5% |
| YTD | -27.9% | +21.2% | -49.1% | -39.1% |
| 1Y | -70.2% | +114.1% | -184.3% | -79.9% |
| All | -70.2% | +119.5% | -189.7% | -79.9% |
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