-15.8%
F vs AG
+12.9%
-28.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | +1.6% | +6.3% | -4.8% | +0.9% |
| 30D | +2.6% | -8.9% | +11.6% | +3.5% |
| 3M | -8.8% | -12.2% | +3.4% | -7.9% |
| 6M | +4.6% | -28.3% | +32.9% | +7.4% |
| YTD | -1.9% | -8.8% | +6.9% | -2.9% |
| 1Y | -0.8% | +39.4% | -40.1% | -6.5% |
| 3Y | +43.5% | +229.4% | -185.9% | +15.4% |
| All | -15.8% | +12.9% | -28.8% | -25.7% |
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