+1,540.3%
TER vs AG
+294.5%
+1,245.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.3% |
| 7D | -20.5% | +6.3% | -26.8% | -21.3% |
| 30D | -47.0% | -8.9% | -38.1% | -46.2% |
| 3M | -43.3% | -12.2% | -31.1% | -42.3% |
| 6M | -42.9% | -28.3% | -14.6% | -40.1% |
| YTD | +12.9% | -8.8% | +21.7% | +13.6% |
| 1Y | +18.2% | +39.4% | -21.2% | +11.7% |
| 3Y | +151.8% | +229.4% | -77.6% | +102.0% |
| 5Y | +54.2% | +14.5% | +39.7% | +38.1% |
| 10Y | +908.2% | +82.7% | +825.5% | +650.9% |
| All | +1,540.3% | +294.5% | +1,245.8% | +578.4% |
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