+9.9%
AG vs Q
+68.3%
-58.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -0.6% |
| 7D | -10.0% | +1.2% | -11.1% | -10.4% |
| 30D | -10.5% | -2.7% | -7.8% | -9.5% |
| 3M | -27.3% | -16.9% | -10.3% | -20.8% |
| 6M | -43.0% | -26.9% | -16.1% | -34.8% |
| YTD | -17.9% | +45.2% | -63.1% | -29.0% |
| 1Y | +11.9% | +38.1% | -26.2% | -4.7% |
| All | +9.9% | +68.3% | -58.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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