+72.6%
XYZ vs AG
+219.8%
-147.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | +12.1% | +6.3% | +5.8% | +11.0% |
| 30D | +12.4% | -8.9% | +21.3% | +14.2% |
| 3M | +8.2% | -12.2% | +20.4% | +10.3% |
| 6M | +20.7% | -28.3% | +49.0% | +26.6% |
| YTD | +31.3% | -8.8% | +40.2% | +30.2% |
| 1Y | +20.5% | +39.4% | -18.8% | +10.0% |
| 3Y | +72.6% | +229.4% | -156.8% | +17.2% |
| All | +72.6% | +219.8% | -147.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling