+451.1%
AG vs AU
+197.7%
+253.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.7% |
| 30D | +12.5% | +12.3% | +0.1% | +2.3% |
| 3M | +28.2% | +29.4% | -1.2% | +4.5% |
| 6M | -18.8% | +3.2% | -22.1% | -21.0% |
| YTD | +27.4% | +31.8% | -4.4% | +4.3% |
| 1Y | +132.2% | +83.4% | +48.8% | +47.4% |
| 3Y | +286.9% | +623.1% | -336.2% | -21.0% |
| 5Y | +72.8% | +700.5% | -627.7% | -67.8% |
| 10Y | +74.6% | +717.6% | -643.0% | -70.8% |
| All | +451.1% | +197.7% | +253.4% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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