+69.3%
AG vs EXEL
+191.3%
-122.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.6% |
| 7D | +4.5% | +1.4% | +3.1% | +4.3% |
| 30D | +12.9% | +6.7% | +6.2% | +11.5% |
| 3M | +20.9% | +11.5% | +9.5% | +18.7% |
| 6M | -19.5% | +38.8% | -58.3% | -23.8% |
| YTD | +24.8% | +31.6% | -6.8% | +18.9% |
| 1Y | +120.2% | +53.0% | +67.2% | +104.9% |
| 3Y | +279.0% | +160.8% | +118.2% | +193.3% |
| All | +69.3% | +191.3% | -122.0% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling