+288.7%
AG vs A
+765.0%
-476.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.3% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | -13.5% | +4.3% | -17.8% | -15.1% |
| 3M | -20.7% | +19.8% | -40.5% | -27.0% |
| 6M | -31.5% | +54.4% | -85.9% | -44.4% |
| YTD | -10.1% | +31.7% | -41.9% | -22.0% |
| 1Y | +26.0% | +22.4% | +3.6% | +13.1% |
| 3Y | +228.9% | +67.7% | +161.2% | +149.4% |
| 5Y | +8.7% | +15.7% | -7.1% | -4.2% |
| 10Y | +71.9% | +308.7% | -236.8% | -24.2% |
| All | +288.7% | +765.0% | -476.3% | -17.1% |
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