+558.1%
ALL vs AG
+445.6%
+112.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -1.5% | +19.2% | -20.7% | -2.8% |
| 3M | +23.6% | +6.2% | +17.5% | +22.5% |
| 6M | +22.3% | -26.7% | +49.0% | +23.8% |
| YTD | +26.5% | +26.1% | +0.4% | +22.2% |
| 1Y | +27.0% | +131.7% | -104.6% | +16.5% |
| 3Y | +149.6% | +255.3% | -105.8% | +115.4% |
| 5Y | +118.1% | +61.9% | +56.1% | +95.6% |
| 10Y | +369.0% | +72.0% | +296.9% | +286.0% |
| All | +558.1% | +445.6% | +112.5% | +183.2% |
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 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