+16.8%
AG vs Z
-55.0%
+71.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.9% | +3.7% |
| 7D | +10.8% | -5.2% | +16.0% | +12.3% |
| 30D | -8.2% | +5.7% | -13.9% | -9.9% |
| 3M | -13.7% | -8.7% | -4.9% | -12.5% |
| 6M | -27.3% | -26.0% | -1.3% | -22.6% |
| YTD | -4.6% | -55.0% | +50.5% | +14.5% |
| 1Y | +39.4% | -58.0% | +97.3% | +69.9% |
| 3Y | +244.1% | -15.2% | +259.3% | +225.9% |
| 5Y | +16.8% | -53.8% | +70.6% | +14.8% |
| All | +16.8% | -55.0% | +71.8% | +14.8% |
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