+208.1%
C vs AG
+219.8%
-11.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | -2.4% | +6.3% | -8.7% | -2.9% |
| 30D | -6.0% | -8.9% | +3.0% | -5.3% |
| 3M | -10.5% | -12.2% | +1.6% | -9.9% |
| 6M | -5.7% | -28.3% | +22.6% | -3.9% |
| YTD | +4.1% | -8.8% | +13.0% | +3.1% |
| 1Y | +20.5% | +39.4% | -18.9% | +15.1% |
| 3Y | +208.1% | +229.4% | -21.3% | +152.0% |
| All | +208.1% | +219.8% | -11.7% | +152.0% |
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