+1,540.1%
SPG vs AGI
+5,459.2%
-3,919.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | -6.8% | +18.2% | -25.1% | -7.6% |
| 3M | +2.7% | -4.1% | +6.8% | +2.7% |
| 6M | +5.5% | -28.7% | +34.2% | +6.7% |
| YTD | +15.7% | -4.0% | +19.7% | +15.3% |
| 1Y | +20.9% | +17.4% | +3.5% | +19.1% |
| 3Y | +112.4% | +203.0% | -90.6% | +99.4% |
| 5Y | +101.4% | +376.7% | -275.3% | +84.3% |
| 10Y | +60.6% | +407.5% | -346.8% | +43.3% |
| All | +1,540.1% | +5,459.2% | -3,919.1% | +1,218.4% |
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