+43.7%
RF vs AG
+287.4%
-243.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -1.6% | -2.9% | +1.2% | -1.4% |
| 30D | +5.0% | -15.1% | +20.1% | +6.4% |
| 3M | -10.0% | -15.4% | +5.4% | -9.1% |
| 6M | +3.3% | -21.9% | +25.2% | +4.4% |
| YTD | +7.9% | -10.4% | +18.4% | +6.6% |
| 1Y | +21.2% | +39.8% | -18.6% | +14.8% |
| 3Y | +105.8% | +209.5% | -103.7% | +75.0% |
| 5Y | +43.7% | +12.5% | +31.2% | +30.2% |
| 10Y | +289.4% | +79.5% | +210.0% | +208.2% |
| All | +43.7% | +287.4% | -243.7% | -37.4% |
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