+44.1%
IR vs AG
+12.9%
+31.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.2% |
| 7D | +3.7% | +6.3% | -2.6% | +2.9% |
| 30D | +7.4% | -8.9% | +16.4% | +8.4% |
| 3M | -5.9% | -12.2% | +6.3% | -5.0% |
| 6M | +5.6% | -28.3% | +33.9% | +8.3% |
| YTD | +4.8% | -8.8% | +13.7% | +3.8% |
| 1Y | +6.9% | +39.4% | -32.4% | +1.0% |
| 3Y | +27.6% | +229.4% | -201.9% | +4.4% |
| All | +44.1% | +12.9% | +31.2% | +36.4% |
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