+289.3%
AG vs P
+526.5%
-237.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.6% | -2.0% |
| 7D | -4.0% | -4.7% | +0.7% | -3.4% |
| 30D | -13.1% | -31.4% | +18.4% | -7.1% |
| 3M | -22.0% | -2.6% | -19.4% | -22.9% |
| 6M | -37.3% | +21.9% | -59.2% | -41.3% |
| YTD | -11.2% | +58.9% | -70.1% | -21.3% |
| 1Y | +23.9% | +21.7% | +2.2% | +14.3% |
| 3Y | +225.1% | +193.3% | +31.8% | +145.1% |
| 5Y | +7.7% | +275.1% | -267.4% | -23.7% |
| 10Y | +86.9% | +655.3% | -568.4% | +11.1% |
| All | +289.3% | +526.5% | -237.2% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling