+3,653.2%
FIX vs AG
+89.9%
+3,563.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.2% |
| 7D | -17.5% | +6.3% | -23.8% | -18.2% |
| 30D | -41.6% | -8.9% | -32.6% | -41.0% |
| 3M | -40.6% | -12.2% | -28.4% | -39.9% |
| 6M | -49.4% | -28.3% | -21.1% | -47.7% |
| YTD | +9.2% | -8.8% | +18.0% | +9.3% |
| 1Y | +6.5% | +39.4% | -32.9% | +1.9% |
| 3Y | +448.7% | +229.4% | +219.3% | +372.1% |
| 5Y | +948.7% | +14.5% | +934.2% | +854.5% |
| All | +3,653.2% | +89.9% | +3,563.3% | +3,076.7% |
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 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