+67.1%
AG vs Q
+75.3%
-8.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.4% | -2.2% |
| 7D | +4.5% | +6.7% | -2.3% | +1.2% |
| 30D | +12.9% | -10.6% | +23.5% | +18.6% |
| 3M | +20.9% | -14.6% | +35.5% | +26.9% |
| 6M | -19.5% | +12.1% | -31.6% | -26.1% |
| YTD | +24.8% | +51.3% | -26.5% | +6.1% |
| All | +67.1% | +75.3% | -8.2% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling