+65.7%
AG vs AR
+57.4%
+8.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -10.0% | +7.4% | -17.3% | -10.7% |
| 30D | -10.5% | +5.8% | -16.3% | -11.3% |
| 3M | -27.3% | +5.2% | -32.5% | -27.9% |
| 6M | -43.0% | +5.4% | -48.4% | -43.7% |
| YTD | -17.9% | +12.4% | -30.3% | -20.0% |
| 1Y | +11.9% | +12.8% | -0.9% | +8.9% |
| 3Y | +201.8% | +47.2% | +154.6% | +182.3% |
| 5Y | -0.1% | +101.1% | -101.2% | -9.6% |
| All | +65.7% | +57.4% | +8.3% | +73.3% |
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