+75.9%
AG vs IT
-46.4%
+122.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.4% |
| 7D | -0.1% | -9.1% | +9.0% | +1.5% |
| 30D | +12.5% | -12.2% | +24.6% | +14.8% |
| 3M | +28.2% | +7.8% | +20.3% | +25.5% |
| 6M | -18.8% | +2.0% | -20.8% | -20.2% |
| YTD | +27.4% | -32.7% | +60.1% | +39.4% |
| 1Y | +132.2% | -31.1% | +163.3% | +149.7% |
| 3Y | +286.9% | -52.1% | +338.9% | +365.0% |
| All | +75.9% | -46.4% | +122.3% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling