+214.9%
AG vs WING
+672.3%
-457.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.9% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -13.1% | +32.3% | -45.4% | -17.1% |
| 3M | -22.0% | +50.2% | -72.2% | -27.6% |
| 6M | -37.3% | +31.7% | -68.9% | -40.7% |
| YTD | -11.2% | -29.6% | +18.4% | -7.7% |
| 1Y | +23.9% | -29.7% | +53.7% | +28.6% |
| 3Y | +225.1% | -19.8% | +244.9% | +212.7% |
| 5Y | +7.7% | +3.1% | +4.7% | -5.8% |
| 10Y | +86.9% | +682.9% | -596.0% | +20.1% |
| All | +214.9% | +672.3% | -457.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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