+294.5%
AG vs M
+5.4%
+289.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.5% |
| 7D | +6.3% | -4.3% | +10.6% | +7.0% |
| 30D | -8.9% | +1.3% | -10.2% | -9.1% |
| 3M | -12.2% | -7.4% | -4.8% | -11.4% |
| 6M | -28.3% | +18.3% | -46.6% | -30.2% |
| YTD | -8.8% | +7.6% | -16.4% | -10.5% |
| 1Y | +39.4% | +17.4% | +22.0% | +35.1% |
| 3Y | +229.4% | +108.4% | +121.1% | +187.2% |
| 5Y | +14.5% | -10.6% | +25.2% | +7.6% |
| 10Y | +82.7% | -3.2% | +85.9% | +51.4% |
| All | +294.5% | +5.4% | +289.0% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling