-58.0%
C vs AG
+445.6%
-503.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | +3.6% | +1.0% | +2.6% | +3.5% |
| 30D | +0.1% | +19.2% | -19.1% | -2.5% |
| 3M | +2.4% | +6.2% | -3.7% | +0.9% |
| 6M | +24.9% | -26.7% | +51.6% | +28.2% |
| YTD | +19.8% | +26.1% | -6.3% | +13.2% |
| 1Y | +44.9% | +131.7% | -86.8% | +24.9% |
| 3Y | +263.0% | +255.3% | +7.6% | +181.6% |
| 5Y | +129.5% | +61.9% | +67.6% | +90.8% |
| 10Y | +291.6% | +72.0% | +219.6% | +179.7% |
| All | -58.0% | +445.6% | -503.6% | -89.4% |
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