+32.3%
AG vs USFR
+28.6%
+3.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -10.0% | +0.1% | -10.0% | -10.0% |
| 30D | -10.5% | +0.4% | -10.9% | -10.9% |
| 3M | -27.3% | +1.1% | -28.3% | -28.2% |
| 6M | -43.0% | +2.0% | -45.0% | -44.4% |
| YTD | -17.9% | +3.5% | -21.4% | -21.3% |
| 1Y | +11.9% | +4.1% | +7.8% | +6.5% |
| 3Y | +201.8% | +14.4% | +187.5% | +157.5% |
| 5Y | -0.1% | +21.4% | -21.5% | -20.8% |
| 10Y | +72.7% | +28.6% | +44.2% | +27.4% |
| All | +32.3% | +28.6% | +3.7% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling