+61.6%
AG vs EXEL
+375.2%
-313.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.7% |
| 7D | -6.7% | -4.9% | -1.8% | -6.3% |
| 30D | +2.2% | +11.4% | -9.2% | +1.3% |
| 3M | +15.7% | +4.9% | +10.8% | +15.3% |
| 6M | -23.8% | +34.4% | -58.2% | -25.5% |
| YTD | +17.6% | +28.0% | -10.4% | +15.3% |
| 1Y | +88.6% | +43.6% | +45.0% | +83.2% |
| 3Y | +253.4% | +155.2% | +98.2% | +223.4% |
| 5Y | +62.4% | +181.2% | -118.7% | +46.9% |
| All | +61.6% | +375.2% | -313.6% | +31.7% |
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