+33.4%
AG vs MKTX
+5.4%
+28.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.2% | +9.2% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | -12.1% | +1.0% | -13.1% | -12.2% |
| 3M | -6.6% | +2.5% | -9.1% | -6.9% |
| 6M | -20.5% | +8.0% | -28.5% | -19.5% |
| YTD | -7.4% | -7.3% | -0.2% | +2.3% |
| 1Y | +33.4% | +4.7% | +28.7% | +42.3% |
| All | +33.4% | +5.4% | +28.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling