+44.9%
IR vs AG
0.0%
+44.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +2.5% | -10.0% | +12.5% | +3.7% |
| 30D | +9.2% | -10.5% | +19.7% | +10.4% |
| 3M | +0.9% | -27.3% | +28.2% | +4.1% |
| 6M | +19.2% | -43.0% | +62.2% | +25.6% |
| YTD | +7.5% | -17.9% | +25.4% | +7.7% |
| 1Y | +11.7% | +11.9% | -0.2% | +8.1% |
| 3Y | +23.9% | +201.8% | -177.9% | +2.4% |
| All | +44.9% | 0.0% | +44.9% | +40.0% |
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