+74.6%
AG vs ALM
+3,082.3%
-3,007.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.6% |
| 7D | -0.1% | +3.6% | -3.7% | -0.6% |
| 30D | +12.5% | +33.8% | -21.3% | +8.2% |
| 3M | +28.2% | +14.8% | +13.4% | +25.2% |
| 6M | -18.8% | -7.0% | -11.9% | -19.0% |
| YTD | +27.4% | +108.1% | -80.7% | +17.3% |
| 1Y | +132.2% | +313.8% | -181.6% | +99.6% |
| 3Y | +286.9% | +2,227.6% | -1,940.8% | +185.6% |
| 5Y | +72.8% | +956.6% | -883.9% | +31.9% |
| 10Y | +74.6% | +3,082.3% | -3,007.7% | +19.7% |
| All | +74.6% | +3,082.3% | -3,007.7% | +19.7% |
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