+277.6%
AG vs TAP
-27.5%
+305.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +1.0% | -2.3% | +3.3% | +1.0% |
| 30D | +19.2% | -2.1% | +21.3% | +19.1% |
| 3M | +6.2% | +6.6% | -0.5% | +6.1% |
| 6M | -26.7% | -11.5% | -15.2% | -26.4% |
| YTD | +26.1% | -10.3% | +36.4% | +26.3% |
| 1Y | +131.7% | -14.4% | +146.0% | +133.7% |
| All | +277.6% | -27.5% | +305.1% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling