+120.2%
AG vs FIVE
+65.4%
+54.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | +4.5% | +3.7% | +0.8% | +3.4% |
| 30D | +12.9% | +4.0% | +8.9% | +11.2% |
| 3M | +20.9% | +36.2% | -15.3% | +9.6% |
| 6M | -19.5% | +18.0% | -37.5% | -23.7% |
| YTD | +24.8% | +34.9% | -10.1% | +13.3% |
| 1Y | +120.2% | +67.9% | +52.3% | +80.5% |
| All | +120.2% | +65.4% | +54.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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