-5.2%
AG vs S
-48.3%
+43.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -4.0% | +1.2% | -5.3% | -4.3% |
| 30D | -13.1% | -7.3% | -5.7% | -12.1% |
| 3M | -22.0% | +5.9% | -27.9% | -23.6% |
| 6M | -37.3% | +45.6% | -82.9% | -42.1% |
| YTD | -11.2% | +58.5% | -69.7% | -20.0% |
| 1Y | +23.9% | +37.6% | -13.7% | +14.2% |
| 3Y | +225.1% | +51.7% | +173.5% | +188.6% |
| 5Y | +7.7% | -67.5% | +75.2% | +8.7% |
| All | -5.2% | -48.3% | +43.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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