+65.7%
AG vs ALM
+2,100.8%
-2,035.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.7% | -10.2% | -3.4% |
| 7D | -10.0% | +1.2% | -11.2% | -10.1% |
| 30D | -10.5% | -19.3% | +8.8% | -8.1% |
| 3M | -27.3% | -40.6% | +13.4% | -22.5% |
| 6M | -43.0% | -57.9% | +14.9% | -37.0% |
| YTD | -17.9% | -6.7% | -11.2% | -16.2% |
| 1Y | +11.9% | +20.2% | -8.3% | +11.3% |
| 3Y | +201.8% | +879.4% | -677.6% | +152.9% |
| 5Y | -0.1% | +415.3% | -415.3% | -14.7% |
| All | +65.7% | +2,100.8% | -2,035.1% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling