+279.0%
AG vs Z
-37.5%
+316.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | +0.6% |
| 7D | +4.5% | -3.3% | +7.7% | +5.3% |
| 30D | +12.9% | -3.7% | +16.6% | +13.7% |
| 3M | +20.9% | -7.0% | +27.9% | +22.4% |
| 6M | -19.5% | -29.5% | +10.0% | -13.0% |
| YTD | +24.8% | -52.6% | +77.4% | +48.9% |
| 1Y | +120.2% | -64.0% | +184.2% | +180.9% |
| 3Y | +279.0% | -36.4% | +315.4% | +188.0% |
| All | +279.0% | -37.5% | +316.5% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling