+19.6%
SW vs AG
+260.2%
-240.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | -4.6% | +19.2% | -23.8% | -7.0% |
| 3M | +9.4% | +6.2% | +3.2% | +7.7% |
| 6M | +3.5% | -26.7% | +30.2% | +5.6% |
| YTD | +22.0% | +26.1% | -4.1% | +16.2% |
| 1Y | +2.2% | +131.7% | -129.4% | -10.7% |
| All | +19.6% | +260.2% | -240.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling