+201.8%
AG vs D
+73.4%
+128.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -10.0% | -1.4% | -8.6% | -9.6% |
| 30D | -10.5% | +7.7% | -18.2% | -12.4% |
| 3M | -27.3% | -0.3% | -27.0% | -27.2% |
| 6M | -43.0% | +10.1% | -53.0% | -44.9% |
| YTD | -17.9% | +19.1% | -37.0% | -22.8% |
| 1Y | +11.9% | +15.9% | -4.0% | +6.0% |
| 3Y | +201.8% | +75.0% | +126.8% | +101.3% |
| All | +201.8% | +73.4% | +128.4% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling