+22.2%
A vs AGI
-1.1%
+23.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | 0.0% |
| 7D | -2.4% | -5.3% | +2.9% | -2.0% |
| 30D | +3.6% | -7.1% | +10.7% | +4.1% |
| 3M | +27.5% | +4.4% | +23.0% | +27.1% |
| 6M | +58.5% | -23.0% | +81.5% | +60.9% |
| YTD | +31.2% | -22.0% | +53.2% | +32.3% |
| 1Y | +22.2% | +0.3% | +21.9% | +21.1% |
| All | +22.2% | -1.1% | +23.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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