-42.1%
AG vs IT
+23.5%
-65.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.3% |
| 7D | -6.0% | -3.7% | -2.4% | -6.2% |
| 30D | -14.3% | -3.1% | -11.2% | -14.5% |
| 3M | -26.9% | +6.3% | -33.3% | -26.6% |
| 6M | -42.1% | +24.8% | -66.9% | -40.5% |
| All | -42.1% | +23.5% | -65.6% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling