+74.3%
F vs AG
+64.1%
+10.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.1% | -0.1% |
| 7D | +1.0% | +6.0% | -5.0% | +0.3% |
| 30D | +2.1% | -13.5% | +15.7% | +3.5% |
| 3M | -10.3% | -20.7% | +10.4% | -8.4% |
| 6M | +3.3% | -31.5% | +34.8% | +6.3% |
| YTD | -2.0% | -10.1% | +8.2% | -2.8% |
| 1Y | -2.3% | +26.0% | -28.3% | -6.7% |
| 3Y | +49.9% | +228.9% | -179.0% | +24.1% |
| 5Y | -12.5% | +8.7% | -21.1% | -21.3% |
| 10Y | +74.3% | +71.9% | +2.4% | +40.1% |
| All | +74.3% | +64.1% | +10.2% | +40.1% |
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