+3,604.4%
FIX vs AG
+80.4%
+3,524.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -2.1% |
| 7D | +17.0% | -6.0% | +23.1% | +17.9% |
| 30D | -30.6% | -14.3% | -16.3% | -29.3% |
| 3M | -35.0% | -26.9% | -8.1% | -32.7% |
| 6M | -44.0% | -42.1% | -1.8% | -40.7% |
| YTD | +21.1% | -15.9% | +37.0% | +22.5% |
| 1Y | +16.3% | +11.5% | +4.7% | +14.0% |
| 3Y | +507.4% | +208.0% | +299.4% | +427.7% |
| 5Y | +1,052.1% | +2.4% | +1,049.6% | +961.4% |
| All | +3,604.4% | +80.4% | +3,524.0% | +3,062.5% |
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 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