+4,404.4%
DELL vs AG
+68.4%
+4,336.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.9% | +14.9% | +12.4% |
| 7D | +8.2% | -6.7% | +15.0% | +9.2% |
| 30D | +17.1% | +2.2% | +14.9% | +16.6% |
| 3M | +45.2% | +15.7% | +29.5% | +41.9% |
| 6M | +286.8% | -23.8% | +310.6% | +296.0% |
| YTD | +354.8% | +17.6% | +337.1% | +340.2% |
| 1Y | +358.3% | +88.6% | +269.6% | +318.2% |
| 3Y | +724.9% | +253.4% | +471.5% | +583.4% |
| 5Y | +1,193.7% | +62.4% | +1,131.3% | +1,018.5% |
| All | +4,404.4% | +68.4% | +4,336.1% | +3,614.3% |
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