+49.5%
AG vs ALM
+3,798.4%
-3,748.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.7% |
| 7D | +10.8% | +0.7% | +10.1% | +10.8% |
| 30D | -8.2% | -26.1% | +17.9% | -8.1% |
| 3M | -13.7% | -38.1% | +24.4% | -13.6% |
| 6M | -27.3% | -55.4% | +28.1% | -27.2% |
| YTD | -4.6% | -0.4% | -4.2% | -4.4% |
| 1Y | +39.4% | +25.4% | +14.0% | +39.7% |
| 3Y | +244.1% | +907.8% | -663.6% | +247.5% |
| 5Y | +16.8% | +440.2% | -423.4% | +17.8% |
| 10Y | +71.7% | +2,031.1% | -1,959.5% | +76.0% |
| All | +49.5% | +3,798.4% | -3,748.9% | +65.1% |
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