+67.9%
AG vs AR
+140.6%
-72.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +4.5% | -1.8% | +6.3% | +4.9% |
| 30D | +12.9% | +12.6% | +0.3% | +9.9% |
| 3M | +20.9% | +10.0% | +10.9% | +17.8% |
| 6M | -19.5% | +0.6% | -20.2% | -20.7% |
| YTD | +24.8% | +13.4% | +11.4% | +18.9% |
| 1Y | +120.2% | +21.7% | +98.5% | +105.2% |
| 3Y | +279.0% | +45.8% | +233.2% | +229.1% |
| 5Y | +67.9% | +144.3% | -76.3% | +37.9% |
| All | +67.9% | +140.6% | -72.7% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling