+465.1%
STM vs AGI
+389.5%
+75.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +12.0% | -10.1% | +22.1% | +13.4% |
| 30D | -0.4% | -6.5% | +6.2% | +0.2% |
| 3M | -13.2% | -12.8% | -0.4% | -12.0% |
| 6M | -26.1% | -34.3% | +8.2% | -22.7% |
| YTD | +81.2% | -25.6% | +106.8% | +86.4% |
| 1Y | +98.3% | -14.2% | +112.5% | +101.1% |
| 3Y | +16.7% | +127.3% | -110.6% | +7.0% |
| 5Y | -4.8% | +241.8% | -246.6% | -16.4% |
| All | +465.1% | +389.5% | +75.6% | +396.1% |
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