+69.7%
AG vs REPL
-53.1%
+122.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | +1.0% | -3.0% | +4.0% | +1.1% |
| 30D | +19.2% | +27.1% | -8.0% | +17.9% |
| 3M | +6.2% | +52.4% | -46.2% | +2.8% |
| 6M | -26.7% | +107.4% | -134.1% | -33.2% |
| YTD | +26.1% | +54.7% | -28.6% | +16.5% |
| 1Y | +131.7% | +158.9% | -27.2% | +105.2% |
| 3Y | +255.3% | -23.7% | +279.1% | +214.2% |
| All | +69.7% | -53.1% | +122.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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