+205.4%
AG vs AS
+133.7%
+71.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.5% |
| 7D | -2.9% | +7.1% | -10.0% | -4.9% |
| 30D | -15.1% | +12.8% | -27.9% | -18.2% |
| 3M | -15.4% | -14.7% | -0.6% | -11.3% |
| 6M | -21.9% | -9.9% | -12.0% | -19.8% |
| YTD | -10.4% | -16.1% | +5.7% | -6.1% |
| 1Y | +39.8% | +0.2% | +39.7% | +40.4% |
| All | +205.4% | +133.7% | +71.7% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling