+211.0%
AG vs AS
+134.9%
+76.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +6.3% | +6.9% | -0.6% | +4.2% |
| 30D | -8.9% | +16.0% | -24.9% | -13.1% |
| 3M | -12.2% | -12.8% | +0.7% | -8.7% |
| 6M | -28.3% | -15.4% | -12.9% | -25.0% |
| YTD | -8.8% | -15.7% | +6.9% | -4.6% |
| 1Y | +39.4% | +6.1% | +33.3% | +38.1% |
| All | +211.0% | +134.9% | +76.1% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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