+287.4%
AG vs IP
+139.8%
+147.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.7% | -1.9% |
| 7D | -2.9% | -5.0% | +2.1% | -1.2% |
| 30D | -15.1% | +6.5% | -21.6% | -16.9% |
| 3M | -15.4% | -18.0% | +2.7% | -9.7% |
| 6M | -21.9% | +10.3% | -32.2% | -24.7% |
| YTD | -10.4% | -9.9% | -0.6% | -8.9% |
| 1Y | +39.8% | -1.1% | +40.9% | +37.8% |
| 3Y | +209.5% | +13.0% | +196.5% | +177.4% |
| 5Y | +12.5% | -12.3% | +24.8% | +8.2% |
| 10Y | +79.5% | +26.8% | +52.6% | +36.3% |
| All | +287.4% | +139.8% | +147.6% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling