+95.2%
AG vs AR
-27.2%
+122.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +1.0% | +2.5% | -1.5% | +0.6% |
| 30D | +19.2% | +14.8% | +4.4% | +16.5% |
| 3M | +6.2% | +6.2% | -0.1% | +4.9% |
| 6M | -26.7% | +4.3% | -31.0% | -27.9% |
| YTD | +26.1% | +14.4% | +11.8% | +22.0% |
| 1Y | +131.7% | +21.3% | +110.3% | +121.4% |
| 3Y | +255.3% | +39.8% | +215.5% | +227.5% |
| 5Y | +61.9% | +142.1% | -80.1% | +35.1% |
| 10Y | +72.0% | +52.0% | +20.0% | +89.1% |
| All | +95.2% | -27.2% | +122.4% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling