+97.4%
STM vs AG
+123.1%
-25.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +5.2% | +4.5% | +0.7% | +4.0% |
| 30D | -7.4% | +12.9% | -20.2% | -10.5% |
| 3M | -30.6% | +20.9% | -51.6% | -34.3% |
| 6M | +66.4% | -19.5% | +85.9% | +68.0% |
| YTD | +101.1% | +24.8% | +76.4% | +89.8% |
| 1Y | +97.4% | +120.2% | -22.9% | +76.5% |
| All | +97.4% | +123.1% | -25.7% | +76.5% |
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 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