+112.6%
SPOT vs AG
+69.4%
+43.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -1.4% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +2.2% | +12.5% | -10.3% | 0.0% |
| 3M | +5.4% | +28.2% | -22.8% | +0.2% |
| 6M | -4.0% | -18.8% | +14.8% | -2.3% |
| YTD | -9.9% | +27.4% | -37.3% | -17.0% |
| 1Y | -27.3% | +132.2% | -159.5% | -41.8% |
| 3Y | +236.4% | +286.9% | -50.5% | +124.6% |
| 5Y | +112.6% | +72.8% | +39.8% | +67.4% |
| All | +112.6% | +69.4% | +43.2% | +67.4% |
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 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