+16.4%
B vs AG
+24.7%
-8.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.2% | -3.0% |
| 7D | +7.1% | +6.0% | +1.2% | +4.0% |
| 30D | -3.3% | -13.5% | +10.2% | +4.0% |
| 3M | -2.5% | -20.7% | +18.1% | +9.0% |
| 6M | -7.2% | -31.5% | +24.3% | +10.1% |
| YTD | -7.4% | -10.1% | +2.8% | -1.4% |
| 1Y | +16.4% | +26.0% | -9.6% | +8.3% |
| All | +16.4% | +24.7% | -8.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling