+530.3%
O vs AG
+294.5%
+235.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +3.7% | +6.3% | -2.6% | +3.2% |
| 30D | +11.2% | -8.9% | +20.1% | +11.8% |
| 3M | -4.0% | -12.2% | +8.2% | -3.4% |
| 6M | -5.2% | -28.3% | +23.1% | -3.7% |
| YTD | +9.5% | -8.8% | +18.3% | +8.1% |
| 1Y | +10.6% | +39.4% | -28.8% | +5.3% |
| 3Y | +38.1% | +229.4% | -191.3% | +18.9% |
| 5Y | +10.2% | +14.5% | -4.3% | +1.0% |
| 10Y | +71.4% | +82.7% | -11.3% | +41.0% |
| All | +530.3% | +294.5% | +235.8% | +236.1% |
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