+201.8%
AG vs USFR
+14.4%
+187.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.3% |
| 7D | -10.0% | +0.1% | -10.0% | -9.6% |
| 30D | -10.5% | +0.4% | -10.9% | -8.9% |
| 3M | -27.3% | +1.1% | -28.3% | -24.3% |
| 6M | -43.0% | +2.0% | -45.0% | -39.9% |
| YTD | -17.9% | +3.5% | -21.4% | -17.1% |
| 1Y | +11.9% | +4.1% | +7.8% | +11.0% |
| 3Y | +201.8% | +14.4% | +187.5% | +995.1% |
| All | +201.8% | +14.4% | +187.5% | +995.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling