+120.1%
SPOT vs AG
0.0%
+120.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.7% |
| 7D | +1.6% | -10.0% | +11.6% | +3.1% |
| 30D | +16.9% | -10.5% | +27.4% | +18.3% |
| 3M | +23.0% | -27.3% | +50.2% | +27.6% |
| 6M | +42.2% | -43.0% | +85.2% | +52.1% |
| YTD | +5.5% | -17.9% | +23.4% | +3.2% |
| 1Y | -5.1% | +11.9% | -17.0% | -12.9% |
| 3Y | +257.9% | +201.8% | +56.1% | +145.1% |
| All | +120.1% | 0.0% | +120.1% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling