+81.8%
SPY vs AG
+65.4%
+16.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +0.5% | +4.5% | -3.9% | +0.1% |
| 30D | -0.9% | +12.9% | -13.8% | -2.2% |
| 3M | +3.9% | +20.9% | -17.1% | +1.7% |
| 6M | +14.5% | -19.5% | +34.1% | +15.6% |
| YTD | +12.9% | +24.8% | -11.9% | +8.6% |
| 1Y | +19.4% | +120.2% | -100.9% | +7.9% |
| 3Y | +78.5% | +279.0% | -200.5% | +47.3% |
| 5Y | +81.8% | +67.9% | +13.8% | +59.1% |
| All | +81.8% | +65.4% | +16.3% | +59.1% |
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