+2.4%
AG vs COMP
-12.0%
+14.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.1% | -4.9% |
| 7D | -6.0% | +8.9% | -14.9% | -7.3% |
| 30D | -14.3% | +14.0% | -28.3% | -16.2% |
| 3M | -26.9% | -21.1% | -5.8% | -24.4% |
| 6M | -42.1% | +20.1% | -62.2% | -44.0% |
| YTD | -15.9% | -5.0% | -10.8% | -16.6% |
| 1Y | +11.5% | +5.7% | +5.8% | +9.0% |
| 3Y | +208.0% | +412.2% | -204.3% | +122.2% |
| 5Y | +2.4% | -12.1% | +14.5% | -6.8% |
| All | +2.4% | -12.0% | +14.4% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling