+272.5%
RF vs AG
+89.9%
+182.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | -0.9% | +6.3% | -7.2% | -1.2% |
| 30D | +6.0% | -8.9% | +15.0% | +6.5% |
| 3M | -8.9% | -12.2% | +3.3% | -8.5% |
| 6M | +2.3% | -28.3% | +30.6% | +3.5% |
| YTD | +7.6% | -8.8% | +16.4% | +6.6% |
| 1Y | +21.2% | +39.4% | -18.2% | +17.2% |
| 3Y | +108.5% | +229.4% | -120.9% | +87.3% |
| 5Y | +43.2% | +14.5% | +28.7% | +34.2% |
| All | +272.5% | +89.9% | +182.6% | +232.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling