+927.1%
WMT vs AG
+445.6%
+481.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | +3.9% | +1.0% | +2.9% | +3.9% |
| 30D | -4.4% | +19.2% | -23.6% | -4.9% |
| 3M | -8.8% | +6.2% | -14.9% | -9.1% |
| 6M | -15.6% | -26.7% | +11.0% | -15.2% |
| YTD | -3.2% | +26.1% | -29.3% | -4.4% |
| 1Y | +7.0% | +131.7% | -124.6% | +3.8% |
| 3Y | +105.3% | +255.3% | -150.0% | +94.9% |
| 5Y | +129.3% | +61.9% | +67.3% | +120.3% |
| 10Y | +423.9% | +72.0% | +351.9% | +392.5% |
| All | +927.1% | +445.6% | +481.4% | +725.0% |
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