+33.4%
AG vs BR
-14.2%
+47.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.0% | +6.1% | +9.6% |
| 7D | -2.6% | +7.0% | -9.6% | -1.5% |
| 30D | -12.1% | +19.0% | -31.1% | -9.6% |
| 3M | -6.6% | +13.1% | -19.7% | -4.4% |
| 6M | -20.5% | +24.6% | -45.1% | -16.2% |
| YTD | -7.4% | -13.6% | +6.2% | +3.9% |
| 1Y | +33.4% | -13.1% | +46.5% | +51.5% |
| All | +33.4% | -14.2% | +47.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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