-7.7%
AG vs COMP
-53.0%
+45.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.4% | +1.6% | -4.7% |
| 7D | +6.0% | +7.2% | -1.2% | +4.8% |
| 30D | -13.5% | +6.4% | -19.9% | -14.5% |
| 3M | -20.7% | -19.4% | -1.2% | -18.3% |
| 6M | -31.5% | +14.6% | -46.1% | -33.2% |
| YTD | -10.1% | -5.5% | -4.7% | -10.8% |
| 1Y | +26.0% | +13.7% | +12.4% | +22.1% |
| 3Y | +228.9% | +409.7% | -180.8% | +140.1% |
| 5Y | +8.7% | -17.0% | +25.7% | -7.8% |
| All | -7.7% | -53.0% | +45.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling