-54.2%
W vs AG
+12.9%
-67.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -2.0% |
| 7D | -3.6% | +6.3% | -9.9% | -5.1% |
| 30D | +7.0% | -8.9% | +15.9% | +9.7% |
| 3M | +7.4% | -12.2% | +19.6% | +10.6% |
| 6M | +69.3% | -28.3% | +97.6% | +82.5% |
| YTD | +11.3% | -8.8% | +20.1% | +7.0% |
| 1Y | +13.2% | +39.4% | -26.1% | -5.1% |
| 3Y | +142.0% | +229.4% | -87.4% | +35.3% |
| All | -54.2% | +12.9% | -67.2% | -64.8% |
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 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