+206.5%
AG vs AS
+137.8%
+68.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.0% | -5.3% |
| 7D | +6.0% | +4.5% | +1.5% | +4.7% |
| 30D | -13.5% | +13.2% | -26.8% | -16.8% |
| 3M | -20.7% | -11.9% | -8.8% | -17.7% |
| 6M | -31.5% | -11.6% | -20.0% | -29.3% |
| YTD | -10.1% | -14.7% | +4.6% | -6.3% |
| 1Y | +26.0% | +5.7% | +20.3% | +24.9% |
| All | +206.5% | +137.8% | +68.7% | +122.3% |
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