+445.6%
AG vs M
+4.4%
+441.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.3% |
| 7D | +1.0% | +4.7% | -3.7% | +0.3% |
| 30D | +19.2% | -9.6% | +28.8% | +20.9% |
| 3M | +6.2% | +0.9% | +5.3% | +5.9% |
| 6M | -26.7% | +22.3% | -49.0% | -29.0% |
| YTD | +26.1% | +6.5% | +19.6% | +24.1% |
| 1Y | +131.7% | +38.8% | +92.9% | +118.9% |
| 3Y | +255.3% | +115.9% | +139.4% | +208.2% |
| 5Y | +61.9% | +28.6% | +33.3% | +44.2% |
| 10Y | +72.0% | -2.5% | +74.6% | +42.3% |
| All | +445.6% | +4.4% | +441.3% | +233.6% |
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