+67.3%
AG vs MDY
+43.9%
+23.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -3.9% |
| 7D | -5.8% | -2.5% | -3.3% | -3.2% |
| 30D | +6.4% | -5.0% | +11.4% | +12.6% |
| 3M | +28.4% | +0.5% | +27.9% | +28.7% |
| 6M | -24.5% | +8.0% | -32.5% | -28.9% |
| YTD | +21.2% | +12.2% | +9.0% | +11.0% |
| 1Y | +114.1% | +14.0% | +100.1% | +94.0% |
| 3Y | +268.0% | +48.2% | +219.9% | +161.0% |
| 5Y | +67.3% | +46.1% | +21.3% | +18.2% |
| All | +67.3% | +43.9% | +23.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling