-32.6%
AG vs P
+24.1%
-56.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.6% | +3.6% |
| 7D | +10.8% | -9.6% | +20.4% | +12.2% |
| 30D | -8.2% | -33.4% | +25.3% | -1.7% |
| 3M | -13.7% | +14.2% | -27.9% | -19.6% |
| All | -32.6% | +24.1% | -56.7% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling