+445.6%
AG vs PAAS
+176.2%
+269.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | +0.3% |
| 7D | +1.0% | -2.9% | +3.9% | +4.0% |
| 30D | +19.2% | +6.8% | +12.4% | +11.4% |
| 3M | +6.2% | -2.9% | +9.0% | +10.3% |
| 6M | -26.7% | -16.4% | -10.3% | -10.9% |
| YTD | +26.1% | 0.0% | +26.1% | +32.5% |
| 1Y | +131.7% | +54.3% | +77.3% | +62.9% |
| 3Y | +255.3% | +230.7% | +24.7% | +22.7% |
| 5Y | +61.9% | +111.6% | -49.7% | -13.3% |
| 10Y | +72.0% | +211.7% | -139.7% | -33.3% |
| All | +445.6% | +176.2% | +269.5% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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