-39.0%
U vs AG
+74.1%
-113.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -3.8% | +1.0% | -4.8% | -4.1% |
| 30D | +17.5% | +19.2% | -1.7% | +12.2% |
| 3M | +38.7% | +6.2% | +32.6% | +35.2% |
| 6M | +104.4% | -26.7% | +131.1% | +114.6% |
| YTD | -5.7% | +26.1% | -31.8% | -12.9% |
| 1Y | +3.7% | +131.7% | -128.0% | -18.8% |
| 3Y | +12.3% | +255.3% | -243.0% | -26.0% |
| 5Y | -68.8% | +61.9% | -130.8% | -77.2% |
| All | -39.0% | +74.1% | -113.2% | -54.3% |
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 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