-6.0%
AG vs PL
+46.3%
-52.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -4.0% | +13.4% | -17.4% | -6.6% |
| 30D | -13.1% | -10.2% | -2.9% | -11.5% |
| 3M | -22.0% | -39.5% | +17.5% | -14.6% |
| 6M | -37.3% | -65.7% | +28.5% | -24.1% |
| YTD | -11.2% | -27.3% | +16.1% | -8.9% |
| 1Y | +23.9% | +15.0% | +8.9% | +15.7% |
| 3Y | +225.1% | +560.8% | -335.7% | +97.3% |
| 5Y | +7.7% | +38.4% | -30.7% | -17.5% |
| All | -6.0% | +46.3% | -52.3% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling