+475.7%
XRT vs AG
+294.5%
+181.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | +0.9% | +6.3% | -5.4% | +0.4% |
| 30D | +7.9% | -8.9% | +16.9% | +8.6% |
| 3M | -0.2% | -12.2% | +12.0% | +0.5% |
| 6M | +5.6% | -28.3% | +33.9% | +7.5% |
| YTD | +5.7% | -8.8% | +14.5% | +4.6% |
| 1Y | +14.6% | +39.4% | -24.8% | +9.4% |
| 3Y | +50.7% | +229.4% | -178.7% | +30.5% |
| 5Y | -4.8% | +14.5% | -19.4% | -12.5% |
| 10Y | +152.6% | +82.7% | +69.9% | +110.9% |
| All | +475.7% | +294.5% | +181.2% | +228.9% |
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