+56.2%
AG vs MKTX
-60.5%
+116.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 6M | -23.8% | -8.0% | -15.8% | -22.2% |
| YTD | +17.6% | -8.7% | +26.4% | +20.5% |
| 1Y | +88.6% | -11.8% | +100.5% | +94.8% |
| 3Y | +253.4% | -24.0% | +277.5% | +267.9% |
| All | +56.2% | -60.5% | +116.6% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling