+61.6%
AG vs MKTX
+5.0%
+56.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | +2.2% | +0.7% | +1.4% | +2.0% |
| 3M | +15.7% | +40.8% | -25.1% | +4.9% |
| 6M | -23.8% | -8.0% | -15.8% | -23.0% |
| YTD | +17.6% | -8.7% | +26.4% | +19.2% |
| 1Y | +88.6% | -11.8% | +100.5% | +92.5% |
| 3Y | +253.4% | -24.0% | +277.5% | +265.8% |
| 5Y | +62.4% | -60.3% | +122.8% | +92.2% |
| All | +61.6% | +5.0% | +56.6% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling