+513.2%
SO vs AG
+294.5%
+218.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | -1.5% | +6.3% | -7.8% | -1.7% |
| 30D | +8.1% | -8.9% | +17.0% | +8.4% |
| 3M | +0.2% | -12.2% | +12.4% | +0.5% |
| 6M | +0.4% | -28.3% | +28.7% | +1.2% |
| YTD | +8.5% | -8.8% | +17.3% | +7.8% |
| 1Y | +4.9% | +39.4% | -34.4% | +2.3% |
| 3Y | +47.9% | +229.4% | -181.5% | +36.9% |
| 5Y | +75.7% | +14.5% | +61.1% | +67.7% |
| 10Y | +178.0% | +82.7% | +95.3% | +152.1% |
| All | +513.2% | +294.5% | +218.7% | +383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling