+546.1%
ALL vs AG
+294.5%
+251.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.6% |
| 7D | -1.9% | +6.3% | -8.3% | -2.3% |
| 30D | +13.8% | -8.9% | +22.7% | +14.3% |
| 3M | -7.0% | -12.2% | +5.2% | -6.6% |
| 6M | +18.0% | -28.3% | +46.3% | +19.5% |
| YTD | +24.2% | -8.8% | +33.0% | +22.3% |
| 1Y | +31.2% | +39.4% | -8.2% | +24.9% |
| 3Y | +107.5% | +229.4% | -121.9% | +79.4% |
| 5Y | +144.8% | +14.5% | +130.3% | +124.4% |
| 10Y | +375.8% | +82.7% | +293.0% | +284.7% |
| All | +546.1% | +294.5% | +251.6% | +183.3% |
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