+61.6%
AG vs A
+256.4%
-194.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.9% |
| 7D | -6.7% | -2.6% | -4.1% | -5.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.7% |
| 3M | +15.7% | +13.6% | +2.1% | +10.5% |
| 6M | -23.8% | +27.8% | -51.6% | -30.6% |
| YTD | +17.6% | +8.6% | +9.0% | +13.3% |
| 1Y | +88.6% | +16.9% | +71.8% | +76.1% |
| 3Y | +253.4% | +32.9% | +220.5% | +212.8% |
| 5Y | +62.4% | -14.1% | +76.5% | +59.6% |
| All | +61.6% | +256.4% | -194.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling