-14.7%
SAMG price history and return analytics
+58.5%
-73.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +1.7% | +2.9% | -1.2% | -0.3% |
| 30D | +6.2% | -2.5% | +8.7% | +7.8% |
| 3M | +13.5% | -3.3% | +16.9% | +15.9% |
| 6M | -7.4% | +1.5% | -8.9% | -9.3% |
| YTD | -22.3% | +11.4% | -33.7% | -29.4% |
| 1Y | -15.4% | +11.9% | -27.3% | -23.4% |
| 3Y | -20.2% | +73.9% | -94.1% | -49.1% |
| 5Y | -14.7% | +57.9% | -72.6% | -46.5% |
| All | -14.7% | +58.5% | -73.3% | -46.5% |
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