+163.6%
MAR vs AG
+11.3%
+152.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | +4.3% | +6.3% | -2.0% | +3.8% |
| 30D | +16.8% | -8.9% | +25.8% | +17.6% |
| 3M | +16.0% | -12.2% | +28.2% | +16.8% |
| 6M | +16.5% | -28.3% | +44.8% | +18.6% |
| YTD | +35.0% | -8.8% | +43.9% | +32.5% |
| 1Y | +49.4% | +39.4% | +10.0% | +40.3% |
| 3Y | +124.1% | +229.4% | -105.4% | +80.4% |
| All | +163.6% | +11.3% | +152.3% | +163.8% |
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