+314.7%
A vs AGI
+389.5%
-74.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.5% | -10.1% | +9.7% | +0.2% |
| 30D | 0.0% | -6.5% | +6.5% | +0.3% |
| 3M | +16.7% | -12.8% | +29.5% | +17.6% |
| 6M | +54.8% | -34.3% | +89.1% | +58.4% |
| YTD | +28.8% | -25.6% | +54.4% | +30.2% |
| 1Y | +19.3% | -14.2% | +33.5% | +19.5% |
| 3Y | +65.5% | +127.3% | -61.7% | +54.3% |
| 5Y | +12.1% | +241.8% | -229.7% | +1.7% |
| All | +314.7% | +389.5% | -74.8% | +281.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling