+604.6%
AG vs Z
+25.1%
+579.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.6% |
| 7D | +1.0% | -3.0% | +4.0% | +1.6% |
| 30D | +19.2% | -4.2% | +23.4% | +20.0% |
| 3M | +6.2% | -3.7% | +9.9% | +6.5% |
| 6M | -26.7% | -24.5% | -2.2% | -23.2% |
| YTD | +26.1% | -49.3% | +75.4% | +42.0% |
| 1Y | +131.7% | -58.7% | +190.3% | +169.6% |
| 3Y | +255.3% | -34.1% | +289.5% | +266.6% |
| 5Y | +61.9% | -64.5% | +126.5% | +74.3% |
| 10Y | +72.0% | -0.5% | +72.5% | +49.9% |
| All | +604.6% | +25.1% | +579.5% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling