+462.2%
XRT vs AG
+445.6%
+16.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.1% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | -4.2% | +19.2% | -23.4% | -5.6% |
| 3M | +5.1% | +6.2% | -1.1% | +4.1% |
| 6M | +2.4% | -26.7% | +29.1% | +4.0% |
| YTD | +3.2% | +26.1% | -22.9% | -0.3% |
| 1Y | +1.5% | +131.7% | -130.1% | -7.2% |
| 3Y | +40.6% | +255.3% | -214.8% | +20.9% |
| 5Y | -1.0% | +61.9% | -62.9% | -11.3% |
| 10Y | +128.4% | +72.0% | +56.4% | +91.4% |
| All | +462.2% | +445.6% | +16.5% | +213.7% |
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