+3.7%
U vs AG
+125.2%
-121.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -3.8% | +1.0% | -4.8% | -4.0% |
| 30D | +17.5% | +19.2% | -1.7% | +12.6% |
| 3M | +38.7% | +6.2% | +32.6% | +35.3% |
| 6M | +104.4% | -26.7% | +131.1% | +111.8% |
| YTD | -5.7% | +26.1% | -31.8% | -7.1% |
| 1Y | +3.7% | +131.7% | -128.0% | -3.4% |
| All | +3.7% | +125.2% | -121.5% | -3.4% |
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 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