+67.2%
AG vs PL
+82.7%
-15.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +1.0% | -9.3% | +10.3% | +2.9% |
| 30D | +19.2% | -18.9% | +38.1% | +24.0% |
| 3M | +6.2% | -58.4% | +64.5% | +24.6% |
| 6M | -26.7% | -30.3% | +3.6% | -23.8% |
| YTD | +26.1% | -8.1% | +34.2% | +24.3% |
| 1Y | +131.7% | +180.5% | -48.8% | +80.1% |
| 3Y | +255.3% | +444.1% | -188.8% | +121.3% |
| All | +67.2% | +82.7% | -15.5% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling