+2,282.0%
EW vs AG
+445.6%
+1,836.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -0.3% | +1.0% | -1.4% | -0.4% |
| 30D | +1.0% | +19.2% | -18.1% | -0.1% |
| 3M | +2.8% | +6.2% | -3.4% | +2.1% |
| 6M | +5.5% | -26.7% | +32.2% | +6.7% |
| YTD | +5.5% | +26.1% | -20.7% | +2.8% |
| 1Y | +11.0% | +131.7% | -120.6% | +3.7% |
| 3Y | +17.7% | +255.3% | -237.6% | +4.9% |
| 5Y | -25.7% | +61.9% | -87.7% | -31.8% |
| 10Y | +132.8% | +72.0% | +60.8% | +103.4% |
| All | +2,282.0% | +445.6% | +1,836.3% | +1,546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling