+66.5%
AG vs Z
-6.2%
+72.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.3% |
| 7D | -5.8% | -11.6% | +5.8% | -3.5% |
| 30D | +6.4% | -8.5% | +14.8% | +8.1% |
| 3M | +28.4% | -7.9% | +36.3% | +29.8% |
| 6M | -24.5% | -29.1% | +4.6% | -19.8% |
| YTD | +21.2% | -54.2% | +75.4% | +39.6% |
| 1Y | +114.1% | -63.5% | +177.6% | +156.5% |
| 3Y | +268.0% | -38.6% | +306.7% | +285.0% |
| 5Y | +67.3% | -66.0% | +133.3% | +81.9% |
| All | +66.5% | -6.2% | +72.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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