+209.3%
AG vs IT
-53.6%
+262.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.2% |
| 7D | -6.0% | -3.7% | -2.4% | -5.9% |
| 30D | -14.3% | -3.1% | -11.2% | -14.4% |
| 3M | -26.9% | +6.3% | -33.3% | -27.4% |
| 6M | -42.1% | +24.8% | -66.9% | -42.9% |
| YTD | -15.9% | -24.4% | +8.5% | -10.0% |
| 1Y | +11.5% | -17.1% | +28.6% | +16.6% |
| All | +209.3% | -53.6% | +262.9% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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