-85.6%
SMR vs AGI
-1.1%
-84.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.8% | -15.3% | -10.4% |
| 7D | -9.5% | -5.3% | -4.3% | -7.6% |
| 30D | -33.2% | -7.1% | -26.1% | -30.8% |
| 3M | -45.9% | +4.4% | -50.4% | -48.0% |
| 6M | -57.9% | -23.0% | -34.9% | -51.6% |
| YTD | -63.8% | -22.0% | -41.8% | -61.7% |
| 1Y | -85.6% | +0.3% | -85.9% | -88.7% |
| All | -85.6% | -1.1% | -84.5% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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