-13.1%
AG vs PL
+40.9%
-54.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -10.0% | +10.0% | -20.0% | -11.7% |
| 30D | -10.5% | -2.3% | -8.2% | -10.4% |
| 3M | -27.3% | -44.2% | +16.9% | -19.0% |
| 6M | -43.0% | -66.1% | +23.1% | -30.8% |
| YTD | -17.9% | -30.0% | +12.1% | -15.1% |
| 1Y | +11.9% | +21.0% | -9.1% | +3.7% |
| 3Y | +201.8% | +516.5% | -314.7% | +85.5% |
| 5Y | -0.1% | +32.0% | -32.1% | -23.3% |
| All | -13.1% | +40.9% | -54.0% | -30.0% |
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