+67.9%
AG vs S
-72.3%
+140.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.6% |
| 7D | +4.5% | -5.8% | +10.3% | +5.5% |
| 30D | +12.9% | -9.2% | +22.1% | +14.2% |
| 3M | +20.9% | +23.4% | -2.4% | +15.5% |
| 6M | -19.5% | +36.9% | -56.5% | -25.4% |
| YTD | +24.8% | +29.5% | -4.7% | +16.6% |
| 1Y | +120.2% | +5.4% | +114.8% | +113.5% |
| 3Y | +279.0% | +14.7% | +264.3% | +252.4% |
| 5Y | +67.9% | -71.5% | +139.4% | +74.4% |
| All | +67.9% | -72.3% | +140.2% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling