+463.1%
STM vs AG
+72.5%
+390.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +1.4% | -4.0% | +5.5% | +2.2% |
| 30D | -8.4% | -13.1% | +4.7% | -6.2% |
| 3M | -15.8% | -22.0% | +6.2% | -12.4% |
| 6M | -22.8% | -37.3% | +14.4% | -17.0% |
| YTD | +79.4% | -11.2% | +90.5% | +80.2% |
| 1Y | +97.0% | +23.9% | +73.0% | +87.3% |
| 3Y | +14.2% | +225.1% | -211.0% | -10.4% |
| 5Y | -4.5% | +7.7% | -12.2% | -16.0% |
| 10Y | +463.1% | +86.9% | +376.2% | +342.5% |
| All | +463.1% | +72.5% | +390.6% | +342.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling