+264.0%
AG vs TAP
+85.0%
+179.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -6.0% | -6.3% | +0.3% | -4.3% |
| 30D | -14.3% | +2.7% | -17.0% | -15.4% |
| 3M | -26.9% | -3.7% | -23.2% | -26.6% |
| 6M | -42.1% | -2.0% | -40.1% | -42.6% |
| YTD | -15.9% | -12.3% | -3.5% | -14.1% |
| 1Y | +11.5% | -10.1% | +21.6% | +12.7% |
| 3Y | +208.0% | -25.3% | +233.2% | +223.0% |
| 5Y | +2.4% | -1.9% | +4.4% | -3.8% |
| 10Y | +77.0% | -47.8% | +124.8% | +100.0% |
| All | +264.0% | +85.0% | +179.0% | +71.3% |
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