+1,154.3%
MAR vs AG
+284.3%
+870.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.3% |
| 7D | +1.0% | -4.0% | +5.0% | +1.4% |
| 30D | +16.2% | -13.1% | +29.3% | +17.6% |
| 3M | +23.1% | -22.0% | +45.1% | +25.4% |
| 6M | +22.0% | -37.3% | +59.2% | +26.1% |
| YTD | +39.2% | -11.2% | +50.3% | +37.3% |
| 1Y | +48.3% | +23.9% | +24.3% | +41.1% |
| 3Y | +123.4% | +225.1% | -101.8% | +85.5% |
| 5Y | +185.4% | +7.7% | +177.6% | +157.6% |
| 10Y | +539.2% | +86.9% | +452.3% | +400.6% |
| All | +1,154.3% | +284.3% | +870.0% | +474.3% |
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