+330.1%
AG vs AS
+120.4%
+209.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -3.1% |
| 7D | +1.0% | -4.9% | +5.9% | +2.5% |
| 30D | +19.2% | -19.6% | +38.8% | +27.3% |
| 3M | +6.2% | -14.4% | +20.5% | +10.9% |
| 6M | -26.7% | -20.1% | -6.6% | -21.9% |
| YTD | +26.1% | -20.9% | +47.1% | +34.8% |
| 1Y | +131.7% | -21.9% | +153.5% | +147.2% |
| All | +330.1% | +120.4% | +209.8% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling