+576.2%
ALL vs AG
+264.0%
+312.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +2.1% |
| 7D | 0.0% | -6.0% | +6.0% | +0.3% |
| 30D | +12.8% | -14.3% | +27.1% | +13.8% |
| 3M | +4.7% | -26.9% | +31.6% | +6.4% |
| 6M | +24.9% | -42.1% | +67.1% | +28.3% |
| YTD | +30.0% | -15.9% | +45.9% | +28.6% |
| 1Y | +29.9% | +11.5% | +18.4% | +25.6% |
| 3Y | +117.5% | +208.0% | -90.4% | +88.7% |
| 5Y | +161.7% | +2.4% | +159.3% | +141.6% |
| 10Y | +377.1% | +77.0% | +300.0% | +286.4% |
| All | +576.2% | +264.0% | +312.2% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling