+279.0%
AG vs ALM
+2,327.9%
-2,048.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.9% | -3.1% |
| 7D | +4.5% | +8.4% | -3.9% | +2.4% |
| 30D | +12.9% | +34.8% | -22.0% | +4.8% |
| 3M | +20.9% | +16.2% | +4.7% | +15.2% |
| 6M | -19.5% | +2.1% | -21.7% | -21.8% |
| YTD | +24.8% | +117.0% | -92.2% | +5.9% |
| 1Y | +120.2% | +313.9% | -193.6% | +65.8% |
| 3Y | +279.0% | +2,327.9% | -2,048.9% | +117.4% |
| All | +279.0% | +2,327.9% | -2,048.9% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling