+66.5%
AG vs USFR
+28.0%
+38.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | +6.4% | +0.3% | +6.0% | +6.3% |
| 3M | +28.4% | +1.0% | +27.4% | +28.0% |
| 6M | -24.5% | +1.9% | -26.4% | -25.0% |
| YTD | +21.2% | +2.7% | +18.5% | +19.9% |
| 1Y | +114.1% | +4.0% | +110.1% | +110.6% |
| 3Y | +268.0% | +14.1% | +254.0% | +259.4% |
| 5Y | +67.3% | +20.5% | +46.8% | +60.3% |
| All | +66.5% | +28.0% | +38.5% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling