+11.1%
AG vs D
+12.5%
-1.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.4% |
| 7D | +6.3% | +3.0% | +3.3% | +5.2% |
| 30D | -8.9% | +11.5% | -20.4% | -13.0% |
| 3M | -12.2% | +3.7% | -15.9% | -13.6% |
| 6M | -28.3% | +13.5% | -41.8% | -32.5% |
| YTD | -8.8% | +20.7% | -29.5% | -16.5% |
| 1Y | +39.4% | +18.2% | +21.1% | +28.5% |
| 3Y | +229.4% | +73.3% | +156.1% | +140.4% |
| All | +11.1% | +12.5% | -1.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling