+2,662.4%
DELL vs AG
+76.0%
+2,586.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.4% | -4.7% | -6.8% |
| 7D | +4.9% | -10.0% | +14.8% | +6.4% |
| 30D | -32.1% | -10.5% | -21.6% | -31.0% |
| 3M | -30.2% | -27.3% | -3.0% | -27.2% |
| 6M | +41.7% | -43.0% | +84.7% | +51.9% |
| YTD | +176.6% | -17.9% | +194.5% | +180.9% |
| 1Y | +159.9% | +11.9% | +148.0% | +153.9% |
| 3Y | +388.0% | +201.8% | +186.2% | +315.5% |
| 5Y | +578.2% | -0.1% | +578.3% | +519.1% |
| All | +2,662.4% | +76.0% | +2,586.4% | +2,263.4% |
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