-68.9%
XYZ vs AG
+64.2%
-133.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.3% |
| 7D | -1.0% | +1.0% | -2.0% | -1.2% |
| 30D | -1.7% | +19.2% | -20.9% | -5.9% |
| 3M | +16.7% | +6.2% | +10.6% | +13.9% |
| 6M | +26.9% | -26.7% | +53.5% | +33.3% |
| YTD | +27.1% | +26.1% | +1.0% | +15.7% |
| 1Y | +9.3% | +131.7% | -122.4% | -17.1% |
| 3Y | +42.3% | +255.3% | -213.1% | -13.4% |
| All | -68.9% | +64.2% | -133.1% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling