+228.9%
AG vs COMP
+423.0%
-194.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.4% | +1.6% | -4.5% |
| 7D | +6.0% | +7.2% | -1.2% | +4.6% |
| 30D | -13.5% | +6.4% | -19.9% | -14.6% |
| 3M | -20.7% | -19.4% | -1.2% | -18.1% |
| 6M | -31.5% | +14.6% | -46.1% | -33.4% |
| YTD | -10.1% | -5.5% | -4.7% | -11.4% |
| 1Y | +26.0% | +13.7% | +12.4% | +22.0% |
| 3Y | +228.9% | +409.7% | -180.8% | +108.1% |
| All | +228.9% | +423.0% | -194.1% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling