+71.0%
AG vs WOLF
+51.6%
+19.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +3.0% |
| 7D | -0.1% | +2.4% | -2.5% | -0.6% |
| 30D | +12.5% | -6.9% | +19.3% | +13.2% |
| 3M | +28.2% | -44.1% | +72.2% | +37.6% |
| 6M | -18.8% | +53.6% | -72.4% | -27.2% |
| YTD | +27.4% | +56.7% | -29.3% | +13.4% |
| All | +71.0% | +51.6% | +19.4% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling