-17.6%
SAMG price history and return analytics
+53.4%
-71.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.9% |
| 7D | -4.5% | -2.3% | -2.2% | -3.0% |
| 30D | +4.3% | -5.0% | +9.3% | +7.8% |
| 3M | +7.6% | -4.9% | +12.5% | +11.0% |
| 6M | -15.6% | -1.5% | -14.1% | -15.5% |
| YTD | -25.7% | +8.5% | -34.2% | -31.2% |
| 1Y | -16.3% | +11.4% | -27.7% | -24.2% |
| 3Y | -24.6% | +70.1% | -94.7% | -51.1% |
| All | -17.6% | +53.4% | -71.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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