+211.2%
RF vs AG
+90.4%
+120.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -1.3% | -4.0% | +2.7% | -1.1% |
| 30D | +4.6% | -13.1% | +17.7% | +5.3% |
| 3M | -8.4% | -22.0% | +13.6% | -7.5% |
| 6M | +8.9% | -37.3% | +46.1% | +10.9% |
| YTD | +8.8% | -11.2% | +20.0% | +8.0% |
| 1Y | +18.9% | +23.9% | -5.0% | +15.8% |
| 3Y | +116.0% | +225.1% | -109.2% | +94.6% |
| 5Y | +46.0% | +7.7% | +38.3% | +37.5% |
| All | +211.2% | +90.4% | +120.8% | +180.3% |
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