+18.4%
U vs AG
+29.4%
-11.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.1% | -4.3% | +2.6% |
| 7D | +7.5% | -2.6% | +10.1% | +8.1% |
| 30D | -7.0% | -12.1% | +5.1% | -4.2% |
| 3M | +20.6% | -6.6% | +27.2% | +20.6% |
| 6M | +53.2% | -20.5% | +73.6% | +56.8% |
| YTD | -3.9% | -7.4% | +3.6% | +1.8% |
| 1Y | +18.4% | +33.4% | -15.0% | +30.6% |
| All | +18.4% | +29.4% | -11.0% | +30.6% |
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