+279.0%
AG vs IRM
+101.2%
+177.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.7% |
| 7D | +4.5% | +1.6% | +2.9% | +3.3% |
| 30D | +12.9% | -4.2% | +17.0% | +15.3% |
| 3M | +20.9% | -5.4% | +26.3% | +24.2% |
| 6M | -19.5% | +12.0% | -31.6% | -25.1% |
| YTD | +24.8% | +42.0% | -17.3% | +0.9% |
| 1Y | +120.2% | +29.9% | +90.4% | +88.5% |
| 3Y | +279.0% | +104.4% | +174.7% | +76.6% |
| All | +279.0% | +101.2% | +177.8% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling