+268.8%
STM vs AGI
+4,416.0%
-4,147.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.2% | +3.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -8.4% | -7.6% | -0.8% | -7.9% |
| 3M | -15.8% | -10.2% | -5.6% | -15.3% |
| 6M | -22.8% | -31.5% | +8.7% | -20.8% |
| YTD | +79.4% | -22.0% | +101.4% | +82.0% |
| 1Y | +97.0% | -7.9% | +104.9% | +97.4% |
| 3Y | +14.2% | +137.6% | -123.4% | +6.5% |
| 5Y | -4.5% | +256.7% | -261.2% | -13.8% |
| 10Y | +463.1% | +405.2% | +57.9% | +382.5% |
| All | +268.8% | +4,416.0% | -4,147.2% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling