+638.0%
XYZ vs AG
+77.4%
+560.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.8% |
| 7D | +14.9% | +10.8% | +4.1% | +13.1% |
| 30D | +14.7% | -8.2% | +22.8% | +16.2% |
| 3M | +12.1% | -13.7% | +25.8% | +14.5% |
| 6M | +18.3% | -27.3% | +45.6% | +23.2% |
| YTD | +36.1% | -4.6% | +40.6% | +33.8% |
| 1Y | +35.3% | +39.4% | -4.1% | +24.6% |
| 3Y | +73.5% | +244.1% | -170.6% | +30.7% |
| 5Y | -61.6% | +16.8% | -78.4% | -67.4% |
| 10Y | +638.0% | +71.7% | +566.3% | +525.1% |
| All | +638.0% | +77.4% | +560.6% | +525.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling