+5,892.0%
FIX vs AG
+65.2%
+5,826.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.1% |
| 7D | +6.0% | +1.0% | +5.0% | +5.9% |
| 30D | -7.2% | +19.2% | -26.4% | -9.3% |
| 3M | -15.9% | +6.2% | -22.0% | -16.8% |
| 6M | +12.7% | -26.7% | +39.4% | +15.6% |
| YTD | +72.8% | +26.1% | +46.7% | +66.8% |
| 1Y | +122.9% | +131.7% | -8.8% | +101.7% |
| 3Y | +774.3% | +255.3% | +519.0% | +639.8% |
| 5Y | +2,049.5% | +61.9% | +1,987.5% | +1,786.0% |
| All | +5,892.0% | +65.2% | +5,826.8% | +4,797.4% |
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