+445.6%
AG vs IT
+914.3%
-468.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -0.7% |
| 7D | +1.0% | -6.0% | +7.0% | +2.7% |
| 30D | +19.2% | 0.0% | +19.2% | +19.0% |
| 3M | +6.2% | +13.1% | -6.9% | +0.6% |
| 6M | -26.7% | +11.7% | -38.4% | -31.5% |
| YTD | +26.1% | -26.1% | +52.2% | +32.4% |
| 1Y | +131.7% | -21.3% | +152.9% | +135.6% |
| 3Y | +255.3% | -46.7% | +302.1% | +301.4% |
| 5Y | +61.9% | -40.5% | +102.4% | +73.3% |
| 10Y | +72.0% | +103.9% | -31.9% | +9.2% |
| All | +445.6% | +914.3% | -468.6% | +54.4% |
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