+43.2%
TER vs AG
+29.4%
+13.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.1% | -16.0% | -10.4% |
| 7D | -19.9% | -2.6% | -17.3% | -19.2% |
| 30D | -43.5% | -12.1% | -31.4% | -40.7% |
| 3M | -37.8% | -6.6% | -31.2% | -36.9% |
| 6M | -25.6% | -20.5% | -5.1% | -20.3% |
| YTD | +29.8% | -7.4% | +37.3% | +32.9% |
| 1Y | +43.2% | +33.4% | +9.8% | +33.5% |
| All | +43.2% | +29.4% | +13.8% | +33.5% |
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