-22.9%
SPOT vs AG
+125.2%
-148.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +12.5% | +19.2% | -6.7% | +11.3% |
| 3M | +9.9% | +6.2% | +3.7% | +9.4% |
| 6M | +1.6% | -26.7% | +28.2% | +2.4% |
| YTD | -6.6% | +26.1% | -32.7% | -7.8% |
| 1Y | -22.9% | +131.7% | -154.6% | -25.8% |
| All | -22.9% | +125.2% | -148.1% | -25.8% |
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