+141.5%
W vs AG
+57.4%
+84.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | +6.5% | +4.5% | +2.0% | +5.5% |
| 30D | -6.2% | +12.9% | -19.1% | -8.6% |
| 3M | +48.9% | +20.9% | +27.9% | +42.8% |
| 6M | +31.2% | -19.5% | +50.7% | +34.8% |
| YTD | -0.4% | +24.8% | -25.2% | -7.8% |
| 1Y | +14.8% | +120.2% | -105.4% | -6.0% |
| 3Y | +40.5% | +279.0% | -238.5% | -1.3% |
| 5Y | -62.1% | +67.9% | -130.0% | -70.5% |
| 10Y | +141.5% | +57.5% | +84.0% | +82.8% |
| All | +141.5% | +57.4% | +84.2% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling