+22.5%
STM vs AGI
+390.0%
-367.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +5.2% | +4.4% | +0.8% | +4.2% |
| 30D | -7.4% | +10.0% | -17.3% | -9.5% |
| 3M | -30.6% | +1.7% | -32.4% | -31.4% |
| 6M | +66.4% | -26.8% | +93.2% | +75.2% |
| YTD | +101.1% | -5.3% | +106.5% | +101.0% |
| 1Y | +97.4% | +11.5% | +85.9% | +90.5% |
| 3Y | +21.1% | +212.9% | -191.8% | -7.2% |
| 5Y | +22.5% | +388.8% | -366.3% | -15.0% |
| All | +22.5% | +390.0% | -367.6% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling