-12.5%
SPGI vs AG
+125.2%
-137.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | +8.4% | +19.2% | -10.8% | +8.2% |
| 3M | +11.8% | +6.2% | +5.7% | +11.7% |
| 6M | +5.7% | -26.7% | +32.4% | +5.9% |
| YTD | -9.7% | +26.1% | -35.8% | -10.6% |
| 1Y | -12.5% | +131.7% | -144.1% | -18.4% |
| All | -12.5% | +125.2% | -137.7% | -18.4% |
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 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