+4.2%
AG vs FIVE
+874.1%
-870.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.6% |
| 7D | +10.8% | +6.2% | +4.6% | +9.6% |
| 30D | -8.2% | +18.2% | -26.3% | -11.0% |
| 3M | -13.7% | +3.8% | -17.5% | -14.6% |
| 6M | -27.3% | +13.7% | -41.0% | -29.6% |
| YTD | -4.6% | +34.7% | -39.3% | -10.6% |
| 1Y | +39.4% | +66.6% | -27.3% | +25.3% |
| 3Y | +244.1% | +44.3% | +199.8% | +203.7% |
| 5Y | +16.8% | +18.8% | -2.0% | +3.7% |
| 10Y | +71.7% | +569.2% | -497.5% | +15.2% |
| All | +4.2% | +874.1% | -870.0% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling