+644.6%
STM vs AGI
+388.9%
+255.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.2% |
| 7D | -1.1% | -5.3% | +4.2% | -0.4% |
| 30D | -7.8% | +6.8% | -14.6% | -8.6% |
| 3M | -28.2% | +8.3% | -36.5% | -29.0% |
| 6M | +52.0% | -29.2% | +81.2% | +56.8% |
| YTD | +96.4% | -7.3% | +103.6% | +97.1% |
| 1Y | +98.8% | +8.0% | +90.8% | +96.4% |
| 3Y | +18.3% | +206.6% | -188.3% | +5.7% |
| 5Y | +17.7% | +398.1% | -380.4% | +1.0% |
| All | +644.6% | +388.9% | +255.6% | +544.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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