+138.0%
B vs AG
+12.9%
+125.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | +9.6% | +6.3% | +3.3% | +6.8% |
| 30D | +3.5% | -8.9% | +12.5% | +7.7% |
| 3M | -1.6% | -12.2% | +10.6% | +3.6% |
| 6M | -1.7% | -28.3% | +26.6% | +12.0% |
| YTD | -5.3% | -8.8% | +3.5% | -4.1% |
| 1Y | +27.2% | +39.4% | -12.1% | +7.9% |
| 3Y | +166.1% | +229.4% | -63.3% | +43.6% |
| All | +138.0% | +12.9% | +125.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling