+445.6%
AG vs TAP
+89.4%
+356.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.0% | -2.3% | +3.3% | +1.7% |
| 30D | +19.2% | -2.1% | +21.3% | +19.9% |
| 3M | +6.2% | +6.6% | -0.5% | +3.4% |
| 6M | -26.7% | -11.5% | -15.2% | -24.5% |
| YTD | +26.1% | -10.3% | +36.4% | +28.7% |
| 1Y | +131.7% | -14.4% | +146.0% | +138.1% |
| 3Y | +255.3% | -28.3% | +283.6% | +280.2% |
| 5Y | +61.9% | +1.7% | +60.2% | +50.9% |
| 10Y | +72.0% | -49.2% | +121.2% | +98.8% |
| All | +445.6% | +89.4% | +356.2% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling