+11.9%
AG vs EXEL
+60.1%
-48.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -10.0% | -0.8% | -9.1% | -9.5% |
| 30D | -10.5% | +13.1% | -23.6% | -15.5% |
| 3M | -27.3% | +36.3% | -63.6% | -36.8% |
| 6M | -43.0% | +34.5% | -77.5% | -50.1% |
| YTD | -17.9% | +57.4% | -75.3% | -34.3% |
| 1Y | +11.9% | +62.9% | -51.0% | -12.0% |
| All | +11.9% | +60.1% | -48.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling