+25.1%
RF vs AG
+29.4%
-4.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.1% | -7.6% | +1.2% |
| 7D | +2.3% | -2.6% | +4.8% | +2.3% |
| 30D | +7.2% | -12.1% | +19.3% | +7.6% |
| 3M | -8.2% | -6.6% | -1.6% | -8.2% |
| 6M | +7.0% | -20.5% | +27.5% | +7.3% |
| YTD | +10.3% | -7.4% | +17.7% | +8.6% |
| 1Y | +25.1% | +33.4% | -8.3% | +21.0% |
| All | +25.1% | +29.4% | -4.3% | +21.0% |
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