+291.3%
IR vs AG
+149.2%
+142.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | -2.8% | +1.0% | -3.8% | -2.9% |
| 30D | -15.1% | +19.2% | -34.3% | -16.7% |
| 3M | +6.1% | +6.2% | -0.1% | +4.9% |
| 6M | -16.8% | -26.7% | +9.9% | -15.3% |
| YTD | -3.5% | +26.1% | -29.7% | -6.9% |
| 1Y | -3.5% | +131.7% | -135.1% | -12.5% |
| 3Y | +9.5% | +255.3% | -245.9% | -7.2% |
| 5Y | +45.1% | +61.9% | -16.9% | +28.2% |
| All | +291.3% | +149.2% | +142.1% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling