-55.9%
W vs AG
0.0%
-55.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | +0.2% | -10.0% | +10.1% | +3.3% |
| 30D | +6.8% | -10.5% | +17.3% | +10.3% |
| 3M | +10.7% | -27.3% | +37.9% | +20.5% |
| 6M | +86.3% | -43.0% | +129.3% | +115.0% |
| YTD | +11.5% | -17.9% | +29.4% | +10.4% |
| 1Y | +5.1% | +11.9% | -6.8% | -6.0% |
| 3Y | +171.0% | +201.8% | -30.8% | +55.0% |
| All | -55.9% | 0.0% | -55.9% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling