+120.2%
AG vs D
+19.1%
+101.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +4.5% | +0.8% | +3.7% | +4.4% |
| 30D | +12.9% | -0.7% | +13.6% | +12.9% |
| 3M | +20.9% | +2.1% | +18.9% | +20.3% |
| 6M | -19.5% | +6.8% | -26.4% | -20.1% |
| YTD | +24.8% | +16.5% | +8.3% | +24.3% |
| 1Y | +120.2% | +19.2% | +101.1% | +122.7% |
| All | +120.2% | +19.1% | +101.1% | +122.7% |
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