+201.8%
AG vs COMP
+423.6%
-221.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.7% |
| 7D | -10.0% | 0.0% | -10.0% | -9.9% |
| 30D | -10.5% | +16.6% | -27.0% | -13.0% |
| 3M | -27.3% | -23.5% | -3.7% | -24.2% |
| 6M | -43.0% | +25.7% | -68.7% | -45.3% |
| YTD | -17.9% | -3.4% | -14.5% | -19.4% |
| 1Y | +11.9% | +7.6% | +4.3% | +8.7% |
| 3Y | +201.8% | +423.6% | -221.8% | +88.4% |
| All | +201.8% | +423.6% | -221.8% | +88.4% |
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