+165.5%
B vs AG
+195.3%
-29.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.4% |
| 7D | -7.3% | -10.0% | +2.6% | -2.9% |
| 30D | -3.3% | -10.5% | +7.1% | +1.5% |
| 3M | -7.8% | -27.3% | +19.5% | +5.5% |
| 6M | -15.5% | -43.0% | +27.4% | +5.9% |
| YTD | -12.3% | -17.9% | +5.7% | -6.2% |
| 1Y | +5.4% | +11.9% | -6.5% | -0.7% |
| 3Y | +165.5% | +201.8% | -36.3% | +54.7% |
| All | +165.5% | +195.3% | -29.8% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling