+237.8%
AG vs MULL
+2,620.5%
-2,382.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | +1.2% |
| 7D | -0.1% | +14.8% | -14.9% | -2.3% |
| 30D | +12.5% | +36.6% | -24.1% | +6.6% |
| 3M | +28.2% | -8.9% | +37.0% | +21.9% |
| 6M | -18.8% | +311.9% | -330.8% | -41.9% |
| YTD | +27.4% | +579.8% | -552.5% | -17.7% |
| 1Y | +132.2% | +2,421.5% | -2,289.4% | +18.7% |
| All | +237.8% | +2,620.5% | -2,382.7% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling