+53.5%
F vs AG
+232.7%
-179.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | +0.2% |
| 7D | -0.6% | +10.8% | -11.5% | -1.7% |
| 30D | +2.9% | -8.2% | +11.0% | +3.6% |
| 3M | -9.5% | -13.7% | +4.2% | -8.5% |
| 6M | +4.0% | -27.3% | +31.3% | +6.3% |
| YTD | -1.3% | -4.6% | +3.3% | -2.3% |
| 1Y | -1.9% | +39.4% | -41.3% | -6.7% |
| 3Y | +53.5% | +244.1% | -190.6% | +20.8% |
| All | +53.5% | +232.7% | -179.2% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling