+260.9%
F vs AG
+445.6%
-184.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.7% |
| 7D | +5.3% | +1.0% | +4.3% | +5.2% |
| 30D | +4.6% | +19.2% | -14.6% | +2.5% |
| 3M | -3.7% | +6.2% | -9.8% | -4.8% |
| 6M | +16.8% | -26.7% | +43.5% | +19.5% |
| YTD | +15.3% | +26.1% | -10.8% | +10.4% |
| 1Y | +31.0% | +131.7% | -100.6% | +16.3% |
| 3Y | +45.4% | +255.3% | -209.9% | +18.7% |
| 5Y | +54.7% | +61.9% | -7.3% | +33.5% |
| 10Y | +98.2% | +72.0% | +26.2% | +55.3% |
| All | +260.9% | +445.6% | -184.8% | +63.5% |
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