+445.6%
AG vs A
+632.5%
-186.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +1.0% | -1.9% | +2.9% | +2.0% |
| 30D | +19.2% | +6.9% | +12.3% | +15.9% |
| 3M | +6.2% | +9.2% | -3.1% | +2.0% |
| 6M | -26.7% | +25.7% | -52.4% | -34.5% |
| YTD | +26.1% | +11.5% | +14.6% | +18.5% |
| 1Y | +131.7% | +18.4% | +113.3% | +110.5% |
| 3Y | +255.3% | +26.6% | +228.7% | +207.4% |
| 5Y | +61.9% | -12.8% | +74.8% | +62.7% |
| 10Y | +72.0% | +247.2% | -175.2% | -18.3% |
| All | +445.6% | +632.5% | -186.9% | +25.9% |
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