+894.6%
FIX vs AG
+18.5%
+876.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.2% | -8.3% | -11.0% |
| 7D | -27.2% | -2.9% | -24.4% | -27.0% |
| 30D | -46.9% | -15.1% | -31.8% | -45.5% |
| 3M | -44.4% | -15.4% | -29.0% | -43.1% |
| 6M | -50.9% | -21.9% | -29.0% | -49.4% |
| YTD | +3.5% | -10.4% | +14.0% | +3.9% |
| 1Y | -2.1% | +39.8% | -41.9% | -8.1% |
| 3Y | +418.7% | +209.5% | +209.2% | +318.8% |
| 5Y | +894.6% | +12.5% | +882.0% | +805.8% |
| All | +894.6% | +18.5% | +876.0% | +805.8% |
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