+1.0%
AG vs PL
+46.6%
-45.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +14.5% | -9.8% | +1.8% |
| 7D | +10.8% | +10.9% | -0.1% | +8.1% |
| 30D | -8.2% | -16.4% | +8.2% | -5.3% |
| 3M | -13.7% | -39.9% | +26.3% | -5.3% |
| 6M | -27.3% | -63.2% | +35.9% | -13.1% |
| YTD | -4.6% | -27.1% | +22.6% | -2.1% |
| 1Y | +39.4% | +12.2% | +27.2% | +30.6% |
| 3Y | +244.1% | +584.3% | -340.2% | +107.5% |
| 5Y | +16.8% | +37.0% | -20.2% | -11.3% |
| All | +1.0% | +46.6% | -45.6% | -19.3% |
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