+253.4%
AG vs BG
+18.0%
+235.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | -6.7% | +3.1% | -9.8% | -7.5% |
| 30D | +2.2% | +10.2% | -8.1% | -0.7% |
| 3M | +15.7% | -1.7% | +17.4% | +16.0% |
| 6M | -23.8% | +1.0% | -24.8% | -24.5% |
| YTD | +17.6% | +39.9% | -22.3% | +6.4% |
| 1Y | +88.6% | +53.2% | +35.4% | +66.2% |
| 3Y | +253.4% | +16.3% | +237.2% | +223.6% |
| All | +253.4% | +18.0% | +235.5% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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