+439.9%
AG vs BG
+183.7%
+256.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.9% |
| 7D | +4.5% | +2.4% | +2.1% | +3.4% |
| 30D | +12.9% | +15.0% | -2.2% | +5.9% |
| 3M | +20.9% | -0.7% | +21.6% | +19.9% |
| 6M | -19.5% | +7.5% | -27.0% | -23.3% |
| YTD | +24.8% | +41.6% | -16.8% | +6.0% |
| 1Y | +120.2% | +50.7% | +69.6% | +80.8% |
| 3Y | +279.0% | +20.3% | +258.7% | +235.1% |
| 5Y | +67.9% | +85.2% | -17.3% | +18.0% |
| 10Y | +57.5% | +160.6% | -103.1% | -18.4% |
| All | +439.9% | +183.7% | +256.3% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling