+264.0%
AG vs A
+741.3%
-477.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.2% |
| 7D | -6.0% | +0.7% | -6.8% | -6.2% |
| 30D | -14.3% | +0.8% | -15.2% | -14.5% |
| 3M | -26.9% | +16.9% | -43.8% | -31.9% |
| 6M | -42.1% | +53.8% | -95.9% | -52.8% |
| YTD | -15.9% | +28.1% | -44.0% | -26.0% |
| 1Y | +11.5% | +15.0% | -3.5% | +3.1% |
| 3Y | +208.0% | +63.1% | +144.9% | +136.6% |
| 5Y | +2.4% | +11.5% | -9.0% | -8.1% |
| 10Y | +77.0% | +303.2% | -226.2% | -21.6% |
| All | +264.0% | +741.3% | -477.3% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling