+23.9%
AG vs M
+25.7%
-1.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -4.0% | -3.3% | -0.7% | -3.3% |
| 30D | -13.1% | +8.1% | -21.2% | -14.7% |
| 3M | -22.0% | +2.2% | -24.3% | -22.5% |
| 6M | -37.3% | +35.1% | -72.4% | -40.2% |
| YTD | -11.2% | +15.8% | -27.0% | -15.3% |
| 1Y | +23.9% | +25.8% | -1.9% | +11.0% |
| All | +23.9% | +25.7% | -1.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling