+26.0%
AG vs D
+16.4%
+9.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -5.9% |
| 7D | +6.0% | +2.4% | +3.6% | +5.8% |
| 30D | -13.5% | +10.9% | -24.5% | -13.9% |
| 3M | -20.7% | +2.8% | -23.5% | -20.7% |
| 6M | -31.5% | +12.7% | -44.2% | -32.1% |
| YTD | -10.1% | +20.3% | -30.5% | -9.3% |
| 1Y | +26.0% | +17.1% | +8.9% | +28.6% |
| All | +26.0% | +16.4% | +9.6% | +28.6% |
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