+208.6%
B vs AG
+64.1%
+144.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.2% | -3.6% |
| 7D | +7.1% | +6.0% | +1.2% | +4.7% |
| 30D | -3.3% | -13.5% | +10.2% | +2.7% |
| 3M | -2.5% | -20.7% | +18.1% | +7.0% |
| 6M | -7.2% | -31.5% | +24.3% | +7.6% |
| YTD | -7.4% | -10.1% | +2.8% | -5.8% |
| 1Y | +16.4% | +26.0% | -9.6% | +2.5% |
| 3Y | +178.7% | +228.9% | -50.2% | +50.5% |
| 5Y | +121.7% | +8.7% | +113.0% | +74.4% |
| 10Y | +208.6% | +71.9% | +136.7% | +54.1% |
| All | +208.6% | +64.1% | +144.5% | +54.1% |
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