+312.9%
AG vs TAP
+86.4%
+226.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +10.8% | -7.8% | +18.6% | +13.5% |
| 30D | -8.2% | +7.1% | -15.3% | -10.4% |
| 3M | -13.7% | -7.0% | -6.6% | -12.3% |
| 6M | -27.3% | -3.8% | -23.5% | -27.5% |
| YTD | -4.6% | -11.7% | +7.1% | -2.7% |
| 1Y | +39.4% | -10.1% | +49.5% | +40.8% |
| 3Y | +244.1% | -23.7% | +267.8% | +258.3% |
| 5Y | +16.8% | +2.9% | +13.9% | +7.8% |
| 10Y | +71.7% | -49.5% | +121.2% | +97.4% |
| All | +312.9% | +86.4% | +226.6% | +93.9% |
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