+356.1%
ALL vs AG
+57.4%
+298.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | -1.7% | +4.5% | -6.2% | -1.8% |
| 30D | -4.7% | +12.9% | -17.5% | -4.9% |
| 3M | +18.4% | +20.9% | -2.6% | +17.9% |
| 6M | +20.5% | -19.5% | +40.0% | +20.9% |
| YTD | +23.5% | +24.8% | -1.3% | +22.1% |
| 1Y | +29.0% | +120.2% | -91.3% | +25.0% |
| 3Y | +153.7% | +279.0% | -125.3% | +138.8% |
| 5Y | +114.8% | +67.9% | +46.9% | +105.7% |
| 10Y | +356.1% | +57.5% | +298.7% | +346.1% |
| All | +356.1% | +57.4% | +298.8% | +346.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling