+67.9%
AG vs ALM
+1,033.0%
-965.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.9% | -2.8% |
| 7D | +4.5% | +8.4% | -3.9% | +2.7% |
| 30D | +12.9% | +34.8% | -22.0% | +6.0% |
| 3M | +20.9% | +16.2% | +4.7% | +16.1% |
| 6M | -19.5% | +2.1% | -21.7% | -21.4% |
| YTD | +24.8% | +117.0% | -92.2% | +8.7% |
| 1Y | +120.2% | +313.9% | -193.6% | +73.6% |
| 3Y | +279.0% | +2,327.9% | -2,048.9% | +141.7% |
| 5Y | +67.9% | +1,040.6% | -972.7% | +18.2% |
| All | +67.9% | +1,033.0% | -965.1% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling