+46.8%
MAR vs AG
+15.8%
+31.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.9% |
| 7D | +1.8% | -6.0% | +7.8% | +2.0% |
| 30D | +14.3% | -14.3% | +28.6% | +14.8% |
| 3M | +20.0% | -26.9% | +46.9% | +21.0% |
| 6M | +21.7% | -42.1% | +63.9% | +23.4% |
| YTD | +37.7% | -15.9% | +53.6% | +33.6% |
| 1Y | +46.8% | +11.5% | +35.3% | +37.2% |
| All | +46.8% | +15.8% | +31.0% | +37.2% |
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