+35.8%
XYZ vs AG
+7.9%
+27.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.3% | +3.4% |
| 7D | -1.1% | -10.0% | +8.9% | +1.3% |
| 30D | +11.5% | -10.5% | +22.0% | +14.2% |
| 3M | +1.8% | -27.3% | +29.1% | +8.2% |
| 6M | +21.2% | -43.0% | +64.2% | +33.0% |
| YTD | +29.9% | -17.9% | +47.8% | +35.0% |
| 1Y | +35.8% | +11.9% | +23.8% | +36.8% |
| All | +35.8% | +7.9% | +27.9% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling