+20.1%
W vs AG
+125.2%
-105.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.9% |
| 7D | -4.2% | +1.0% | -5.2% | -4.4% |
| 30D | -7.6% | +19.2% | -26.7% | -11.1% |
| 3M | +37.2% | +6.2% | +31.0% | +33.5% |
| 6M | +26.3% | -26.7% | +53.0% | +27.0% |
| YTD | -1.0% | +26.1% | -27.1% | -9.1% |
| 1Y | +20.1% | +131.7% | -111.6% | +6.3% |
| All | +20.1% | +125.2% | -105.1% | +6.3% |
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 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