+209.3%
F vs AG
+287.4%
-78.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | +1.4% | -2.9% | +4.2% | +1.6% |
| 30D | +2.0% | -15.1% | +17.1% | +3.7% |
| 3M | -10.4% | -15.4% | +5.0% | -9.1% |
| 6M | +9.7% | -21.9% | +31.6% | +11.6% |
| YTD | -1.2% | -10.4% | +9.3% | -2.1% |
| 1Y | 0.0% | +39.8% | -39.8% | -5.8% |
| 3Y | +41.1% | +209.5% | -168.4% | +17.0% |
| 5Y | -11.4% | +12.5% | -23.9% | -20.6% |
| 10Y | +85.0% | +79.5% | +5.5% | +44.1% |
| All | +209.3% | +287.4% | -78.2% | +45.0% |
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