-63.6%
C vs AG
+287.4%
-351.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -4.6% |
| 7D | -5.3% | -2.9% | -2.4% | -5.0% |
| 30D | -7.3% | -15.1% | +7.8% | -5.5% |
| 3M | -13.5% | -15.4% | +1.9% | -12.1% |
| 6M | -6.5% | -21.9% | +15.4% | -4.7% |
| YTD | +3.6% | -10.4% | +14.1% | +2.1% |
| 1Y | +18.9% | +39.8% | -20.9% | +10.1% |
| 3Y | +205.0% | +209.5% | -4.6% | +141.1% |
| 5Y | +109.4% | +12.5% | +96.9% | +82.4% |
| 10Y | +232.9% | +79.5% | +153.5% | +133.1% |
| All | -63.6% | +287.4% | -351.1% | -90.4% |
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 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