+439.9%
AG vs MDY
+505.5%
-65.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.5% |
| 7D | +4.5% | +1.0% | +3.5% | +3.6% |
| 30D | +12.9% | -3.1% | +16.0% | +16.0% |
| 3M | +20.9% | +1.8% | +19.1% | +19.8% |
| 6M | -19.5% | +10.8% | -30.3% | -25.0% |
| YTD | +24.8% | +14.4% | +10.4% | +14.1% |
| 1Y | +120.2% | +15.2% | +105.0% | +101.1% |
| 3Y | +279.0% | +51.2% | +227.8% | +179.1% |
| 5Y | +67.9% | +47.2% | +20.7% | +25.8% |
| 10Y | +57.5% | +171.1% | -113.6% | -33.9% |
| All | +439.9% | +505.5% | -65.6% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling