+145.0%
ALL vs AG
+12.9%
+132.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.5% |
| 7D | -1.9% | +6.3% | -8.3% | -1.9% |
| 30D | +13.8% | -8.9% | +22.7% | +13.8% |
| 3M | -7.0% | -12.2% | +5.2% | -7.0% |
| 6M | +18.0% | -28.3% | +46.3% | +18.2% |
| YTD | +24.2% | -8.8% | +33.0% | +23.1% |
| 1Y | +31.2% | +39.4% | -8.2% | +28.5% |
| 3Y | +107.5% | +229.4% | -121.9% | +94.3% |
| All | +145.0% | +12.9% | +132.1% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling