+67.2%
AG vs P
+276.6%
-209.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.3% |
| 7D | +1.0% | +6.5% | -5.5% | -0.6% |
| 30D | +19.2% | +18.8% | +0.3% | +12.9% |
| 3M | +6.2% | +26.7% | -20.6% | -1.3% |
| 6M | -26.7% | +62.2% | -88.9% | -36.5% |
| YTD | +26.1% | +48.5% | -22.4% | +11.2% |
| 1Y | +131.7% | +26.4% | +105.3% | +109.5% |
| 3Y | +255.3% | +159.4% | +95.9% | +152.9% |
| All | +67.2% | +276.6% | -209.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling