+11.1%
AG vs M
-11.5%
+22.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.7% |
| 7D | +6.3% | -4.3% | +10.6% | +7.2% |
| 30D | -8.9% | +1.3% | -10.2% | -9.2% |
| 3M | -12.2% | -7.4% | -4.8% | -11.1% |
| 6M | -28.3% | +18.3% | -46.6% | -30.7% |
| YTD | -8.8% | +7.6% | -16.4% | -10.9% |
| 1Y | +39.4% | +17.4% | +22.0% | +34.0% |
| 3Y | +229.4% | +108.4% | +121.1% | +178.3% |
| All | +11.1% | -11.5% | +22.6% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling