+319.0%
AG vs TRU
+226.0%
+92.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.3% |
| 7D | -0.1% | -6.5% | +6.4% | +1.7% |
| 30D | +12.5% | -2.5% | +14.9% | +13.2% |
| 3M | +28.2% | +10.4% | +17.8% | +24.0% |
| 6M | -18.8% | +1.6% | -20.5% | -20.0% |
| YTD | +27.4% | -9.7% | +37.1% | +28.6% |
| 1Y | +132.2% | -17.3% | +149.4% | +139.0% |
| 3Y | +286.9% | -1.8% | +288.7% | +265.6% |
| 5Y | +72.8% | -36.2% | +109.0% | +79.4% |
| 10Y | +74.6% | +143.2% | -68.6% | +23.6% |
| All | +319.0% | +226.0% | +92.9% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling