+97.6%
AG vs ALM
+7,705.7%
-7,608.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | +1.0% | -2.6% | +3.6% | +1.0% |
| 30D | +19.2% | +32.0% | -12.8% | +19.1% |
| 3M | +6.2% | -15.0% | +21.2% | +6.2% |
| 6M | -26.7% | -10.1% | -16.6% | -26.7% |
| YTD | +26.1% | +99.4% | -73.3% | +26.2% |
| 1Y | +131.7% | +316.4% | -184.7% | +132.0% |
| 3Y | +255.3% | +2,022.0% | -1,766.6% | +258.4% |
| 5Y | +61.9% | +941.2% | -879.2% | +63.0% |
| 10Y | +72.0% | +2,950.3% | -2,878.3% | +75.7% |
| All | +97.6% | +7,705.7% | -7,608.2% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling