+1,046.7%
FIX vs AG
+16.5%
+1,030.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.7% | +8.6% |
| 7D | -7.2% | +10.8% | -18.1% | -9.1% |
| 30D | -35.1% | -8.2% | -27.0% | -34.2% |
| 3M | -34.3% | -13.7% | -20.6% | -32.9% |
| 6M | -42.9% | -27.3% | -15.7% | -40.5% |
| YTD | +19.5% | -4.6% | +24.0% | +18.6% |
| 1Y | +16.8% | +39.4% | -22.6% | +9.6% |
| 3Y | +506.7% | +244.1% | +262.6% | +382.7% |
| 5Y | +1,046.7% | +16.8% | +1,029.9% | +949.6% |
| All | +1,046.7% | +16.5% | +1,030.2% | +949.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling