+113.6%
C vs AG
+4.5%
+109.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | -0.4% | -4.0% | +3.6% | -0.1% |
| 30D | -5.3% | -13.1% | +7.7% | -4.2% |
| 3M | -8.0% | -22.0% | +14.0% | -6.3% |
| 6M | -0.3% | -37.3% | +37.0% | +3.0% |
| YTD | +8.6% | -11.2% | +19.8% | +7.6% |
| 1Y | +25.8% | +23.9% | +1.9% | +20.8% |
| 3Y | +221.2% | +225.1% | -4.0% | +170.7% |
| 5Y | +113.6% | +7.7% | +105.8% | +96.6% |
| All | +113.6% | +4.5% | +109.0% | +96.6% |
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