+99.1%
STM vs AGI
+9.2%
+89.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -1.4% | -2.7% | +1.3% | -0.5% |
| 30D | -4.9% | +7.2% | -12.2% | -7.3% |
| 3M | -34.0% | +4.3% | -38.2% | -35.7% |
| 6M | +51.8% | -27.1% | +78.9% | +61.8% |
| YTD | +99.4% | -6.6% | +106.0% | +100.6% |
| 1Y | +99.1% | +9.5% | +89.5% | +91.4% |
| All | +99.1% | +9.2% | +89.8% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling