+264.0%
AG vs IT
+938.3%
-674.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.0% |
| 7D | -6.0% | -3.7% | -2.4% | -5.1% |
| 30D | -14.3% | -3.1% | -11.2% | -14.2% |
| 3M | -26.9% | +6.3% | -33.3% | -29.2% |
| 6M | -42.1% | +24.8% | -66.9% | -47.8% |
| YTD | -15.9% | -24.4% | +8.5% | -13.5% |
| 1Y | +11.5% | -17.1% | +28.6% | +11.1% |
| 3Y | +208.0% | -53.6% | +261.6% | +261.4% |
| 5Y | +2.4% | -42.5% | +44.9% | +9.8% |
| 10Y | +77.0% | +88.8% | -11.8% | +14.6% |
| All | +264.0% | +938.3% | -674.3% | +0.9% |
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