+61.6%
AG vs WY
+7.6%
+54.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -6.7% | -4.2% | -2.6% | -5.2% |
| 30D | +2.2% | -10.1% | +12.3% | +6.4% |
| 3M | +15.7% | -8.5% | +24.2% | +19.1% |
| 6M | -23.8% | -3.3% | -20.4% | -23.1% |
| YTD | +17.6% | -4.4% | +22.0% | +18.8% |
| 1Y | +88.6% | -11.5% | +100.1% | +95.6% |
| 3Y | +253.4% | -24.3% | +277.7% | +284.6% |
| 5Y | +62.4% | -21.3% | +83.7% | +74.0% |
| All | +61.6% | +7.6% | +54.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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