+60.9%
AG vs BR
+8.3%
+52.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | -5.8% | -6.0% | +0.2% | -3.8% |
| 30D | +6.4% | -0.9% | +7.2% | +6.6% |
| 3M | +28.4% | +16.4% | +12.0% | +20.9% |
| 6M | -24.5% | -8.2% | -16.3% | -22.0% |
| YTD | +21.2% | -23.2% | +44.4% | +35.1% |
| 1Y | +114.1% | -30.9% | +145.0% | +152.4% |
| 3Y | +268.0% | -5.0% | +273.0% | +264.3% |
| All | +60.9% | +8.3% | +52.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling