+203.0%
AG vs AS
+131.9%
+71.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -4.0% | -3.0% | -1.0% | -3.0% |
| 30D | -13.1% | +9.6% | -22.6% | -15.5% |
| 3M | -22.0% | -8.2% | -13.9% | -20.1% |
| 6M | -37.3% | -9.9% | -27.3% | -35.5% |
| YTD | -11.2% | -16.8% | +5.6% | -6.6% |
| 1Y | +23.9% | +3.0% | +21.0% | +23.9% |
| All | +203.0% | +131.9% | +71.0% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling