+284.9%
IR vs AG
+146.6%
+138.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +0.6% | +4.5% | -3.9% | +0.2% |
| 30D | -13.6% | +12.9% | -26.5% | -14.7% |
| 3M | +3.7% | +20.9% | -17.3% | +1.4% |
| 6M | -13.1% | -19.5% | +6.5% | -12.2% |
| YTD | -5.1% | +24.8% | -29.9% | -8.4% |
| 1Y | -6.5% | +120.2% | -126.7% | -14.8% |
| 3Y | +8.5% | +279.0% | -270.5% | -8.6% |
| 5Y | +43.3% | +67.9% | -24.6% | +26.4% |
| All | +284.9% | +146.6% | +138.3% | +205.9% |
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