+11.1%
AG vs AR
+71.8%
-60.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +6.3% | -14.3% | +20.6% | +9.7% |
| 30D | -8.9% | +1.4% | -10.4% | -9.6% |
| 3M | -12.2% | +3.4% | -15.6% | -13.5% |
| 6M | -28.3% | -2.1% | -26.2% | -28.8% |
| YTD | -8.8% | +4.7% | -13.5% | -12.3% |
| 1Y | +39.4% | +10.6% | +28.8% | +32.0% |
| 3Y | +229.4% | +24.6% | +204.8% | +193.4% |
| All | +11.1% | +71.8% | -60.7% | -6.4% |
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