+34.6%
AG vs S
-56.8%
+91.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | +1.0% | -7.7% | +8.7% | +2.3% |
| 30D | +19.2% | -5.3% | +24.5% | +19.7% |
| 3M | +6.2% | +20.3% | -14.1% | +2.2% |
| 6M | -26.7% | +47.4% | -74.0% | -32.8% |
| YTD | +26.1% | +32.5% | -6.4% | +17.7% |
| 1Y | +131.7% | +9.5% | +122.1% | +123.3% |
| 3Y | +255.3% | +15.5% | +239.8% | +231.2% |
| 5Y | +61.9% | -71.2% | +133.1% | +66.2% |
| All | +34.6% | -56.8% | +91.3% | +37.3% |
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