+33.4%
AG vs PL
-0.6%
+34.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -6.4% | +15.5% | +10.7% |
| 7D | -2.6% | -11.7% | +9.1% | +0.3% |
| 30D | -12.1% | -27.1% | +15.0% | -5.2% |
| 3M | -6.6% | -44.6% | +38.0% | +7.1% |
| 6M | -20.5% | -67.2% | +46.7% | +2.2% |
| YTD | -7.4% | -35.9% | +28.4% | +1.1% |
| 1Y | +33.4% | -0.4% | +33.8% | +35.9% |
| All | +33.4% | -0.6% | +34.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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