+33.8%
AG vs IP
-2.1%
+36.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +3.6% |
| 7D | +10.8% | -3.0% | +13.9% | +12.1% |
| 30D | -8.2% | +10.6% | -18.8% | -11.6% |
| 3M | -13.7% | -13.6% | -0.1% | -9.5% |
| 6M | -27.3% | +10.4% | -37.7% | -30.5% |
| YTD | -4.6% | -6.5% | +1.9% | -4.8% |
| All | +33.8% | -2.1% | +36.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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