+33.4%
AG vs ALM
+44.8%
-11.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.2% | +8.0% | +8.7% |
| 7D | -2.6% | -6.4% | +3.8% | +0.1% |
| 30D | -12.1% | -35.0% | +22.9% | +3.7% |
| 3M | -6.6% | -33.8% | +27.2% | +7.8% |
| 6M | -20.5% | -55.0% | +34.6% | +4.6% |
| YTD | -7.4% | -0.2% | -7.2% | -4.2% |
| 1Y | +33.4% | +41.8% | -8.4% | +19.2% |
| All | +33.4% | +44.8% | -11.4% | +19.2% |
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