+72.8%
AG vs Z
-65.8%
+138.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -0.1% | -7.1% | +7.0% | +1.6% |
| 30D | +12.5% | -4.8% | +17.2% | +13.5% |
| 3M | +28.2% | -9.3% | +37.5% | +30.4% |
| 6M | -18.8% | -29.0% | +10.1% | -12.8% |
| YTD | +27.4% | -52.9% | +80.3% | +50.4% |
| 1Y | +132.2% | -63.1% | +195.3% | +188.8% |
| 3Y | +286.9% | -36.9% | +323.7% | +298.5% |
| 5Y | +72.8% | -65.5% | +138.3% | +71.8% |
| All | +72.8% | -65.8% | +138.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling