+883.4%
MAR vs AG
+445.6%
+437.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -4.2% | +1.0% | -5.2% | -4.3% |
| 30D | -6.7% | +19.2% | -25.8% | -8.4% |
| 3M | -12.5% | +6.2% | -18.6% | -13.5% |
| 6M | +0.6% | -26.7% | +27.3% | +2.4% |
| YTD | +9.1% | +26.1% | -17.0% | +4.4% |
| 1Y | +26.2% | +131.7% | -105.4% | +12.6% |
| 3Y | +68.2% | +255.3% | -187.2% | +38.7% |
| 5Y | +163.9% | +61.9% | +102.0% | +129.4% |
| 10Y | +420.6% | +72.0% | +348.5% | +312.9% |
| All | +883.4% | +445.6% | +437.8% | +336.8% |
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 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