+29.9%
SPGI vs AG
+195.3%
-165.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | +1.2% | -10.0% | +11.2% | +1.6% |
| 30D | +15.9% | -10.5% | +26.4% | +16.3% |
| 3M | +12.3% | -27.3% | +39.6% | +13.3% |
| 6M | +23.7% | -43.0% | +66.7% | +25.7% |
| YTD | -3.5% | -17.9% | +14.4% | -4.3% |
| 1Y | +0.4% | +11.9% | -11.5% | -2.0% |
| 3Y | +29.9% | +201.8% | -171.9% | +14.4% |
| All | +29.9% | +195.3% | -165.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling