+485.1%
SO vs AG
+445.6%
+39.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.7% |
| 7D | -0.2% | +1.0% | -1.2% | -0.2% |
| 30D | -4.6% | +19.2% | -23.8% | -5.3% |
| 3M | -3.0% | +6.2% | -9.2% | -3.5% |
| 6M | -8.3% | -26.7% | +18.4% | -7.6% |
| YTD | +3.5% | +26.1% | -22.6% | +1.7% |
| 1Y | -0.9% | +131.7% | -132.6% | -5.4% |
| 3Y | +45.4% | +255.3% | -210.0% | +34.2% |
| 5Y | +59.6% | +61.9% | -2.3% | +50.4% |
| 10Y | +156.6% | +72.0% | +84.6% | +132.8% |
| All | +485.1% | +445.6% | +39.4% | +356.0% |
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