+62.7%
AG vs WOLF
+39.8%
+22.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.7% | +2.9% | -3.5% |
| 7D | -5.8% | -6.2% | +0.4% | -4.8% |
| 30D | +6.4% | -16.5% | +22.9% | +9.1% |
| 3M | +28.4% | -42.0% | +70.4% | +36.9% |
| 6M | -24.5% | +51.8% | -76.3% | -32.0% |
| YTD | +21.2% | +44.6% | -23.4% | +9.4% |
| All | +62.7% | +39.8% | +22.9% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling