+239.7%
AG vs EQX
+226.7%
+13.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.1% | +0.2% | -1.1% |
| 7D | -5.8% | -7.0% | +1.2% | -0.5% |
| 30D | +6.4% | +4.8% | +1.5% | +2.7% |
| 3M | +28.4% | +25.6% | +2.7% | +8.6% |
| 6M | -24.5% | -25.8% | +1.4% | -5.4% |
| YTD | +21.2% | -12.7% | +33.9% | +36.7% |
| 1Y | +114.1% | +14.1% | +100.0% | +101.8% |
| 3Y | +268.0% | +165.7% | +102.3% | +81.6% |
| 5Y | +67.3% | +81.2% | -13.9% | -0.5% |
| All | +239.7% | +226.7% | +13.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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