+28.2%
AG vs COMP
-49.4%
+77.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.5% |
| 7D | +4.5% | +4.1% | +0.4% | +3.9% |
| 30D | +12.9% | -14.5% | +27.4% | +15.5% |
| 3M | +20.9% | +41.8% | -20.9% | +14.6% |
| 6M | -19.5% | +23.6% | -43.1% | -22.7% |
| YTD | +24.8% | +1.7% | +23.1% | +22.7% |
| 1Y | +120.2% | +12.6% | +107.7% | +112.2% |
| 3Y | +279.0% | +221.9% | +57.1% | +193.6% |
| 5Y | +67.9% | -28.1% | +96.1% | +41.5% |
| All | +28.2% | -49.4% | +77.6% | +12.6% |
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