+187.0%
AG vs AS
+125.3%
+61.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.4% |
| 7D | -6.0% | -3.6% | -2.4% | -4.8% |
| 30D | -14.3% | +3.4% | -17.7% | -15.1% |
| 3M | -26.9% | -8.6% | -18.3% | -25.0% |
| 6M | -42.1% | -10.0% | -32.1% | -40.4% |
| YTD | -15.9% | -19.2% | +3.3% | -10.7% |
| 1Y | +11.5% | -3.8% | +15.3% | +13.6% |
| All | +187.0% | +125.3% | +61.7% | +111.8% |
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