+11.5%
AG vs A
+16.3%
-4.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.4% |
| 7D | -6.0% | +0.7% | -6.8% | -6.2% |
| 30D | -14.3% | +0.8% | -15.2% | -14.2% |
| 3M | -26.9% | +16.9% | -43.8% | -30.5% |
| 6M | -42.1% | +53.8% | -95.9% | -49.0% |
| YTD | -15.9% | +28.1% | -44.0% | -22.4% |
| 1Y | +11.5% | +15.0% | -3.5% | +7.0% |
| All | +11.5% | +16.3% | -4.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling