-8.8%
AG vs COMP
-51.7%
+42.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | -4.0% | +2.2% | -6.2% | -4.4% |
| 30D | -13.1% | +16.3% | -29.4% | -15.2% |
| 3M | -22.0% | -19.1% | -2.9% | -19.8% |
| 6M | -37.3% | +17.1% | -54.4% | -39.0% |
| YTD | -11.2% | -2.9% | -8.2% | -12.2% |
| 1Y | +23.9% | +8.8% | +15.1% | +20.7% |
| 3Y | +225.1% | +423.5% | -198.3% | +136.3% |
| 5Y | +7.7% | -10.5% | +18.2% | -9.3% |
| All | -8.8% | -51.7% | +42.9% | -19.5% |
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