+131.7%
AG vs ALM
+318.3%
-186.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +1.0% | -2.6% | +3.6% | +2.0% |
| 30D | +19.2% | +32.0% | -12.8% | +7.1% |
| 3M | +6.2% | -15.0% | +21.2% | +10.5% |
| 6M | -26.7% | -10.1% | -16.6% | -26.7% |
| YTD | +26.1% | +99.4% | -73.3% | +0.8% |
| 1Y | +131.7% | +316.4% | -184.7% | +41.2% |
| All | +131.7% | +318.3% | -186.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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