+27.0%
ALL vs AG
+125.2%
-98.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.5% |
| 7D | 0.0% | +1.0% | -1.0% | +0.1% |
| 30D | -1.5% | +19.2% | -20.7% | -0.1% |
| 3M | +23.6% | +6.2% | +17.5% | +25.2% |
| 6M | +22.3% | -26.7% | +49.0% | +22.8% |
| YTD | +26.5% | +26.1% | +0.4% | +28.3% |
| 1Y | +27.0% | +131.7% | -104.6% | +29.4% |
| All | +27.0% | +125.2% | -98.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling