-35.9%
DOW vs AG
+65.4%
-101.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | -2.9% | +4.5% | -7.4% | -3.4% |
| 30D | +2.0% | +12.9% | -10.9% | +0.6% |
| 3M | -12.5% | +20.9% | -33.5% | -14.7% |
| 6M | -9.2% | -19.5% | +10.3% | -8.1% |
| YTD | +30.8% | +24.8% | +6.0% | +23.9% |
| 1Y | +29.4% | +120.2% | -90.8% | +13.0% |
| 3Y | -34.6% | +279.0% | -313.6% | -48.8% |
| 5Y | -35.9% | +67.9% | -103.9% | -46.0% |
| All | -35.9% | +65.4% | -101.4% | -46.0% |
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