+65.7%
AG vs EXEL
+320.7%
-255.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -10.0% | -0.8% | -9.1% | -9.9% |
| 30D | -10.5% | +13.1% | -23.6% | -11.4% |
| 3M | -27.3% | +36.3% | -63.6% | -29.0% |
| 6M | -43.0% | +34.5% | -77.5% | -44.3% |
| YTD | -17.9% | +57.4% | -75.3% | -20.8% |
| 1Y | +11.9% | +62.9% | -51.0% | +7.8% |
| 3Y | +201.8% | +229.5% | -27.7% | +172.8% |
| 5Y | -0.1% | +281.2% | -281.3% | -10.6% |
| All | +65.7% | +320.7% | -255.0% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling