+229.4%
AG vs COMP
+353.8%
-124.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.7% | -8.9% | -0.1% |
| 7D | +6.3% | +13.4% | -7.1% | +3.9% |
| 30D | -8.9% | +11.1% | -20.0% | -10.8% |
| 3M | -12.2% | -18.8% | +6.6% | -9.5% |
| 6M | -28.3% | +10.5% | -38.8% | -30.0% |
| YTD | -8.8% | -3.4% | -5.4% | -10.5% |
| 1Y | +39.4% | +19.7% | +19.7% | +33.9% |
| 3Y | +229.4% | +381.6% | -152.2% | +111.7% |
| All | +229.4% | +353.8% | -124.4% | +111.7% |
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