+11.9%
AG vs BEN
+65.1%
-53.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.7% |
| 7D | -10.0% | +6.8% | -16.7% | -14.0% |
| 30D | -10.5% | +18.0% | -28.5% | -19.9% |
| 3M | -27.3% | +7.5% | -34.7% | -31.0% |
| 6M | -43.0% | +14.7% | -57.7% | -48.1% |
| YTD | -17.9% | +56.1% | -74.0% | -40.2% |
| 1Y | +11.9% | +69.6% | -57.7% | -29.0% |
| All | +11.9% | +65.1% | -53.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling