+33.4%
AG vs P
+19.7%
+13.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -5.0% | +14.1% | +10.3% |
| 7D | -2.6% | -19.4% | +16.8% | +2.4% |
| 30D | -12.1% | -22.3% | +10.2% | -7.0% |
| 3M | -6.6% | +33.2% | -39.8% | -16.5% |
| 6M | -20.5% | +53.6% | -74.1% | -33.1% |
| YTD | -7.4% | +66.8% | -74.2% | -24.5% |
| 1Y | +33.4% | +17.5% | +15.9% | +17.8% |
| All | +33.4% | +19.7% | +13.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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