+439.9%
AG vs WY
+90.6%
+349.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | +4.5% | -2.1% | +6.5% | +5.4% |
| 30D | +12.9% | -10.5% | +23.3% | +18.7% |
| 3M | +20.9% | -4.9% | +25.8% | +22.9% |
| 6M | -19.5% | -4.9% | -14.6% | -18.1% |
| YTD | +24.8% | -1.7% | +26.5% | +24.6% |
| 1Y | +120.2% | -9.4% | +129.6% | +127.6% |
| 3Y | +279.0% | -22.3% | +301.3% | +313.1% |
| 5Y | +67.9% | -20.5% | +88.4% | +79.7% |
| 10Y | +57.5% | +4.9% | +52.6% | +32.3% |
| All | +439.9% | +90.6% | +349.3% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling