+1,106.2%
DELL vs AG
+69.4%
+1,036.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +8.7% | -0.1% | +8.8% | +8.8% |
| 30D | +16.9% | +12.5% | +4.4% | +14.1% |
| 3M | +40.4% | +28.2% | +12.3% | +33.2% |
| 6M | +267.1% | -18.8% | +285.9% | +274.6% |
| YTD | +329.1% | +27.4% | +301.7% | +301.7% |
| 1Y | +346.9% | +132.2% | +214.7% | +274.2% |
| 3Y | +696.6% | +286.9% | +409.8% | +482.4% |
| 5Y | +1,106.2% | +72.8% | +1,033.4% | +866.5% |
| All | +1,106.2% | +69.4% | +1,036.8% | +866.5% |
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