-62.3%
XYZ vs AG
+5.9%
-68.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -2.0% |
| 7D | +12.6% | +6.0% | +6.6% | +11.3% |
| 30D | +10.8% | -13.5% | +24.3% | +14.6% |
| 3M | +8.4% | -20.7% | +29.0% | +13.8% |
| 6M | +14.3% | -31.5% | +45.9% | +22.7% |
| YTD | +31.5% | -10.1% | +41.6% | +29.1% |
| 1Y | +28.1% | +26.0% | +2.1% | +14.8% |
| 3Y | +66.2% | +228.9% | -162.7% | +1.2% |
| 5Y | -62.3% | +8.7% | -71.0% | -64.5% |
| All | -62.3% | +5.9% | -68.3% | -64.5% |
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