-4.1%
AG vs S
-49.1%
+44.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | -13.5% | -10.8% | -2.7% | -12.0% |
| 3M | -20.7% | +5.4% | -26.1% | -22.2% |
| 6M | -31.5% | +41.2% | -72.8% | -36.5% |
| YTD | -10.1% | +56.2% | -66.3% | -18.9% |
| 1Y | +26.0% | +36.3% | -10.3% | +16.3% |
| 3Y | +228.9% | +49.4% | +179.5% | +192.6% |
| 5Y | +8.7% | -66.9% | +75.5% | +9.7% |
| All | -4.1% | -49.1% | +44.9% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling