+445.6%
AG vs D
+273.1%
+172.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | +19.2% | -3.6% | +22.7% | +21.1% |
| 3M | +6.2% | -1.0% | +7.1% | +6.3% |
| 6M | -26.7% | +6.3% | -33.0% | -29.3% |
| YTD | +26.1% | +14.7% | +11.4% | +17.3% |
| 1Y | +131.7% | +16.9% | +114.7% | +112.6% |
| 3Y | +255.3% | +56.8% | +198.5% | +176.2% |
| 5Y | +61.9% | +5.2% | +56.7% | +51.7% |
| 10Y | +72.0% | +35.9% | +36.2% | +28.0% |
| All | +445.6% | +273.1% | +172.5% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling