+424.3%
AG vs MKTX
+1,295.7%
-871.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +6.4% | +0.8% | +5.5% | +6.2% |
| 3M | +28.4% | +41.1% | -12.8% | +19.7% |
| 6M | -24.5% | -9.5% | -14.9% | -23.9% |
| YTD | +21.2% | -8.7% | +29.9% | +22.0% |
| 1Y | +114.1% | -10.0% | +124.1% | +115.8% |
| 3Y | +268.0% | -24.6% | +292.7% | +277.4% |
| 5Y | +67.3% | -60.3% | +127.6% | +89.6% |
| 10Y | +66.1% | +5.0% | +61.1% | +58.3% |
| All | +424.3% | +1,295.7% | -871.4% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling