+40.1%
W vs AG
+274.2%
-234.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.0% |
| 7D | -4.2% | +1.0% | -5.2% | -4.4% |
| 30D | -7.6% | +19.2% | -26.7% | -11.6% |
| 3M | +37.2% | +6.2% | +31.0% | +33.9% |
| 6M | +26.3% | -26.7% | +53.0% | +32.0% |
| YTD | -1.0% | +26.1% | -27.1% | -10.9% |
| 1Y | +20.1% | +131.7% | -111.6% | -9.0% |
| All | +40.1% | +274.2% | -234.1% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling