+10.5%
MO vs AG
+125.2%
-114.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.0% |
| 7D | +0.3% | +1.0% | -0.7% | +0.4% |
| 30D | +0.6% | +19.2% | -18.5% | +1.8% |
| 3M | -1.0% | +6.2% | -7.1% | +0.2% |
| 6M | +4.3% | -26.7% | +31.0% | +4.7% |
| YTD | +23.3% | +26.1% | -2.8% | +26.6% |
| 1Y | +10.5% | +131.7% | -121.2% | +18.0% |
| All | +10.5% | +125.2% | -114.7% | +18.0% |
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