+1,758.1%
SPG vs AGI
+4,416.0%
-2,657.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +16.6% | -7.6% | +24.2% | +16.9% |
| 3M | +8.1% | -10.2% | +18.3% | +8.4% |
| 6M | +19.3% | -31.5% | +50.8% | +21.0% |
| YTD | +31.1% | -22.0% | +53.1% | +31.7% |
| 1Y | +32.8% | -7.9% | +40.7% | +32.3% |
| 3Y | +135.8% | +137.6% | -1.8% | +123.7% |
| 5Y | +85.1% | +256.7% | -171.6% | +71.5% |
| 10Y | +115.9% | +405.2% | -289.2% | +92.8% |
| All | +1,758.1% | +4,416.0% | -2,657.9% | +1,406.0% |
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