-11.7%
EQT vs AG
-15.8%
+4.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +1.0% | +12.5% | -11.4% | +1.1% |
| 3M | +4.0% | +28.2% | -24.1% | +4.5% |
| 6M | -11.7% | -18.8% | +7.1% | -10.8% |
| All | -11.7% | -15.8% | +4.1% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling