+390.7%
AG vs BR
+1,281.7%
-891.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -0.1% | -5.0% | +4.9% | +1.9% |
| 30D | +12.5% | -2.5% | +14.9% | +13.5% |
| 3M | +28.2% | +13.5% | +14.7% | +21.1% |
| 6M | -18.8% | -9.4% | -9.4% | -16.7% |
| YTD | +27.4% | -23.3% | +50.7% | +38.6% |
| 1Y | +132.2% | -31.6% | +163.8% | +164.8% |
| 3Y | +286.9% | -5.1% | +291.9% | +282.0% |
| 5Y | +72.8% | +8.2% | +64.6% | +60.2% |
| 10Y | +74.6% | +189.8% | -115.2% | -0.5% |
| All | +390.7% | +1,281.7% | -891.0% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling