+71.9%
AG vs AR
+52.4%
+19.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.7% | -1.9% |
| 7D | +6.0% | -5.8% | +11.7% | +6.6% |
| 30D | -13.5% | +4.8% | -18.4% | -14.2% |
| 3M | -20.7% | +1.5% | -22.2% | -21.1% |
| 6M | -31.5% | +4.7% | -36.2% | -32.3% |
| YTD | -10.1% | +9.2% | -19.3% | -12.2% |
| 1Y | +26.0% | +11.2% | +14.8% | +22.8% |
| 3Y | +228.9% | +46.2% | +182.6% | +208.0% |
| 5Y | +8.7% | +98.1% | -89.4% | -1.5% |
| 10Y | +71.9% | +54.5% | +17.4% | +79.3% |
| All | +71.9% | +52.4% | +19.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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