+33.4%
AG vs D
+23.9%
+9.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.4% | +4.7% | +8.8% |
| 7D | -2.6% | +8.5% | -11.1% | -2.9% |
| 30D | -12.1% | +14.3% | -26.4% | -12.7% |
| 3M | -6.6% | +1.8% | -8.4% | -6.6% |
| 6M | -20.5% | +13.0% | -33.5% | -21.1% |
| YTD | -7.4% | +22.7% | -30.2% | -6.6% |
| 1Y | +33.4% | +22.6% | +10.8% | +34.8% |
| All | +33.4% | +23.9% | +9.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling