+29.5%
AG vs COMP
-47.7%
+77.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | +19.2% | -13.3% | +32.5% | +21.7% |
| 3M | +6.2% | +41.1% | -35.0% | +0.7% |
| 6M | -26.7% | +17.2% | -43.9% | -29.1% |
| YTD | +26.1% | +5.2% | +20.9% | +23.4% |
| 1Y | +131.7% | +18.9% | +112.7% | +121.3% |
| 3Y | +255.3% | +215.9% | +39.4% | +175.7% |
| 5Y | +61.9% | -31.2% | +93.1% | +35.8% |
| All | +29.5% | -47.7% | +77.2% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling