+10.2%
AG vs WOLF
+37.9%
-27.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -1.3% |
| 7D | -10.0% | +4.4% | -14.3% | -10.7% |
| 30D | -10.5% | +1.0% | -11.5% | -11.1% |
| 3M | -27.3% | -21.2% | -6.1% | -25.4% |
| 6M | -43.0% | -60.3% | +17.4% | -36.0% |
| YTD | -17.9% | +42.6% | -60.5% | -26.5% |
| 1Y | +11.9% | +36.5% | -24.6% | -0.3% |
| All | +10.2% | +37.9% | -27.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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