+253.4%
AG vs MDY
+48.5%
+205.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -4.0% |
| 7D | -6.7% | -1.9% | -4.9% | -4.5% |
| 30D | +2.2% | -4.6% | +6.8% | +8.6% |
| 3M | +15.7% | -1.2% | +16.9% | +18.2% |
| 6M | -23.8% | +9.2% | -33.0% | -30.0% |
| YTD | +17.6% | +13.1% | +4.6% | +5.3% |
| 1Y | +88.6% | +13.0% | +75.6% | +69.4% |
| 3Y | +253.4% | +49.2% | +204.2% | +134.9% |
| All | +253.4% | +48.5% | +205.0% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling