+67.3%
AG vs WY
-22.3%
+89.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -3.5% |
| 7D | -5.8% | -3.7% | -2.1% | -4.0% |
| 30D | +6.4% | -11.3% | +17.7% | +13.0% |
| 3M | +28.4% | -8.1% | +36.5% | +33.1% |
| 6M | -24.5% | -7.4% | -17.0% | -22.0% |
| YTD | +21.2% | -4.7% | +25.9% | +22.6% |
| 1Y | +114.1% | -9.2% | +123.3% | +121.6% |
| 3Y | +268.0% | -24.7% | +292.7% | +314.7% |
| 5Y | +67.3% | -21.6% | +88.9% | +101.9% |
| All | +67.3% | -22.3% | +89.7% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling