+199.8%
TER vs AG
+125.2%
+74.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.2% |
| 7D | +0.6% | +1.0% | -0.4% | +0.1% |
| 30D | -8.3% | +19.2% | -27.5% | -14.6% |
| 3M | -12.2% | +6.2% | -18.4% | -15.3% |
| 6M | +17.0% | -26.7% | +43.7% | +23.5% |
| YTD | +84.6% | +26.1% | +58.5% | +67.8% |
| 1Y | +199.8% | +131.7% | +68.2% | +118.6% |
| All | +199.8% | +125.2% | +74.6% | +118.6% |
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