+33.4%
AG vs MULL
+444.9%
-411.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -13.8% | +22.9% | +11.2% |
| 7D | -2.6% | -35.9% | +33.3% | +3.8% |
| 30D | -12.1% | -47.3% | +35.2% | -4.1% |
| 3M | -6.6% | -30.6% | +24.0% | -2.8% |
| 6M | -20.5% | +13.7% | -34.2% | -28.3% |
| YTD | -7.4% | +272.1% | -279.6% | -30.8% |
| 1Y | +33.4% | +475.1% | -441.7% | -7.8% |
| All | +33.4% | +444.9% | -411.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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