+208.8%
C vs AG
+64.1%
+144.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.6% |
| 7D | -0.4% | +6.0% | -6.3% | -0.8% |
| 30D | -5.2% | -13.5% | +8.4% | -4.3% |
| 3M | -9.1% | -20.7% | +11.6% | -7.9% |
| 6M | -1.6% | -31.5% | +30.0% | +0.3% |
| YTD | +6.9% | -10.1% | +17.1% | +6.3% |
| 1Y | +23.0% | +26.0% | -3.0% | +19.4% |
| 3Y | +216.1% | +228.9% | -12.7% | +182.5% |
| 5Y | +112.2% | +8.7% | +103.6% | +97.9% |
| 10Y | +208.8% | +71.9% | +136.9% | +178.4% |
| All | +208.8% | +64.1% | +144.7% | +178.4% |
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