+105.7%
B vs AG
+445.6%
-339.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | -1.6% | +1.0% | -2.6% | -2.0% |
| 30D | +9.4% | +19.2% | -9.7% | +1.2% |
| 3M | +5.0% | +6.2% | -1.2% | +1.6% |
| 6M | -3.5% | -26.7% | +23.1% | +8.6% |
| YTD | +4.5% | +26.1% | -21.7% | -8.5% |
| 1Y | +67.8% | +131.7% | -63.9% | +10.8% |
| 3Y | +196.7% | +255.3% | -58.6% | +46.0% |
| 5Y | +151.9% | +61.9% | +90.0% | +61.7% |
| 10Y | +202.2% | +72.0% | +130.1% | +45.3% |
| All | +105.7% | +445.6% | -339.9% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling