+2.9%
SPGI vs AG
+29.4%
-26.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.1% | -5.8% | +3.2% |
| 7D | +7.2% | -2.6% | +9.8% | +7.2% |
| 30D | +23.2% | -12.1% | +35.3% | +23.2% |
| 3M | +17.0% | -6.6% | +23.6% | +16.9% |
| 6M | +20.4% | -20.5% | +40.9% | +20.5% |
| YTD | -1.9% | -7.4% | +5.5% | -3.8% |
| 1Y | +2.9% | +33.4% | -30.5% | +0.2% |
| All | +2.9% | +29.4% | -26.5% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling