+151.8%
TER vs AG
+219.8%
-68.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.1% |
| 7D | -20.5% | +6.3% | -26.8% | -21.9% |
| 30D | -47.0% | -8.9% | -38.1% | -45.7% |
| 3M | -43.3% | -12.2% | -31.1% | -41.5% |
| 6M | -42.9% | -28.3% | -14.6% | -38.4% |
| YTD | +12.9% | -8.8% | +21.7% | +14.9% |
| 1Y | +18.2% | +39.4% | -21.2% | +10.9% |
| 3Y | +151.8% | +229.4% | -77.6% | +89.3% |
| All | +151.8% | +219.8% | -68.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling