+163.6%
W vs AG
+170.4%
-6.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.8% |
| 7D | -4.2% | +1.0% | -5.2% | -4.3% |
| 30D | -7.6% | +19.2% | -26.7% | -10.2% |
| 3M | +37.2% | +6.2% | +31.0% | +35.2% |
| 6M | +26.3% | -26.7% | +53.0% | +30.9% |
| YTD | -1.0% | +26.1% | -27.1% | -6.9% |
| 1Y | +20.1% | +131.7% | -111.6% | +1.8% |
| 3Y | +37.8% | +255.3% | -217.6% | +5.5% |
| 5Y | -63.7% | +61.9% | -125.6% | -70.1% |
| 10Y | +156.3% | +72.0% | +84.3% | +95.8% |
| All | +163.6% | +170.4% | -6.8% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling