-3.5%
IR vs AG
+125.2%
-128.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -15.1% | +19.2% | -34.3% | -16.9% |
| 3M | +6.1% | +6.2% | -0.1% | +4.6% |
| 6M | -16.8% | -26.7% | +9.9% | -16.1% |
| YTD | -3.5% | +26.1% | -29.7% | -5.4% |
| 1Y | -3.5% | +131.7% | -135.1% | -6.7% |
| All | -3.5% | +125.2% | -128.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling