+11.1%
AG vs COMP
-17.6%
+28.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.7% | -8.9% | +0.1% |
| 7D | +6.3% | +13.4% | -7.1% | +4.1% |
| 30D | -8.9% | +11.1% | -20.0% | -10.6% |
| 3M | -12.2% | -18.8% | +6.6% | -9.7% |
| 6M | -28.3% | +10.5% | -38.8% | -29.8% |
| YTD | -8.8% | -3.4% | -5.4% | -9.9% |
| 1Y | +39.4% | +19.7% | +19.7% | +33.9% |
| 3Y | +229.4% | +381.6% | -152.2% | +139.7% |
| All | +11.1% | -17.6% | +28.7% | +1.4% |
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 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