+255.2%
AG vs IT
+945.4%
-690.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -10.0% | +1.1% | -11.0% | -10.2% |
| 30D | -10.5% | -1.8% | -8.6% | -10.7% |
| 3M | -27.3% | +4.8% | -32.1% | -29.3% |
| 6M | -43.0% | +33.0% | -76.0% | -49.5% |
| YTD | -17.9% | -23.8% | +5.9% | -15.8% |
| 1Y | +11.9% | -16.5% | +28.4% | +11.3% |
| 3Y | +201.8% | -53.6% | +255.5% | +254.3% |
| 5Y | -0.1% | -42.1% | +42.1% | +6.9% |
| 10Y | +72.7% | +90.1% | -17.4% | +11.6% |
| All | +255.2% | +945.4% | -690.3% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling