+264.1%
AG vs TRU
-2.2%
+266.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | -5.8% | -9.4% | +3.6% | -3.8% |
| 30D | +6.4% | -4.1% | +10.5% | +7.3% |
| 3M | +28.4% | +13.6% | +14.8% | +24.1% |
| 6M | -24.5% | +3.6% | -28.0% | -25.6% |
| YTD | +21.2% | -9.8% | +31.0% | +22.2% |
| 1Y | +114.1% | -13.6% | +127.7% | +117.1% |
| All | +264.1% | -2.2% | +266.3% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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