+7.5%
SMR vs AGI
+413.8%
-406.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -4.0% |
| 7D | +13.1% | +2.2% | +10.9% | +11.7% |
| 30D | +17.8% | +11.3% | +6.5% | +11.7% |
| 3M | +8.1% | +5.6% | +2.5% | +4.3% |
| 6M | -11.1% | -27.7% | +16.6% | +2.2% |
| YTD | -23.7% | -4.1% | -19.6% | -23.7% |
| 1Y | -69.4% | +13.8% | -83.2% | -71.5% |
| 3Y | +82.6% | +217.0% | -134.4% | +10.8% |
| All | +7.5% | +413.8% | -406.4% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling