-10.2%
AG vs S
-51.5%
+41.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.3% | +1.0% | -4.2% |
| 7D | -6.0% | +4.1% | -10.1% | -6.6% |
| 30D | -14.3% | -7.2% | -7.2% | -13.4% |
| 3M | -26.9% | 0.0% | -26.9% | -27.6% |
| 6M | -42.1% | +41.6% | -83.7% | -46.3% |
| YTD | -15.9% | +48.6% | -64.5% | -23.4% |
| 1Y | +11.5% | +30.0% | -18.5% | +3.8% |
| 3Y | +208.0% | +42.2% | +165.8% | +176.4% |
| 5Y | +2.4% | -70.8% | +73.2% | +4.7% |
| All | -10.2% | -51.5% | +41.3% | -10.7% |
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