+216.9%
B vs AG
+80.4%
+136.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -0.9% |
| 7D | -6.2% | -6.0% | -0.2% | -3.7% |
| 30D | -6.6% | -14.3% | +7.7% | -0.3% |
| 3M | -7.9% | -26.9% | +19.1% | +4.7% |
| 6M | -16.8% | -42.1% | +25.3% | +3.3% |
| YTD | -11.7% | -15.9% | +4.2% | -7.7% |
| 1Y | +3.5% | +11.5% | -8.0% | -4.2% |
| 3Y | +165.7% | +208.0% | -42.3% | +47.6% |
| 5Y | +108.4% | +2.4% | +106.0% | +68.1% |
| All | +216.9% | +80.4% | +136.5% | +59.3% |
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 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