+14.9%
O vs AG
+64.2%
-49.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -0.7% | +1.0% | -1.8% | -0.8% |
| 30D | -1.9% | +19.2% | -21.1% | -2.9% |
| 3M | +3.8% | +6.2% | -2.3% | +3.2% |
| 6M | -4.7% | -26.7% | +21.9% | -3.5% |
| YTD | +12.5% | +26.1% | -13.6% | +9.4% |
| 1Y | +10.8% | +131.7% | -120.8% | +2.6% |
| 3Y | +28.8% | +255.3% | -226.6% | +11.6% |
| All | +14.9% | +64.2% | -49.3% | +4.2% |
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 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