+161.5%
SMR vs AG
+232.7%
-71.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +4.7% |
| 7D | +1.7% | +10.8% | -9.1% | -3.6% |
| 30D | -24.4% | -8.2% | -16.3% | -21.0% |
| 3M | -44.6% | -13.7% | -30.9% | -40.5% |
| 6M | -56.7% | -27.3% | -29.4% | -49.6% |
| YTD | -61.6% | -4.6% | -57.1% | -62.3% |
| 1Y | -82.1% | +39.4% | -121.4% | -85.5% |
| 3Y | +161.5% | +244.1% | -82.6% | +24.2% |
| All | +161.5% | +232.7% | -71.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling