+247.4%
A vs AGI
+392.3%
-145.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -2.6% | -2.7% | +0.1% | -2.4% |
| 30D | -0.9% | +7.2% | -8.1% | -1.3% |
| 3M | +13.6% | +4.3% | +9.4% | +13.1% |
| 6M | +27.8% | -27.1% | +54.9% | +29.8% |
| YTD | +8.6% | -6.6% | +15.2% | +8.4% |
| 1Y | +16.9% | +9.5% | +7.4% | +15.2% |
| 3Y | +32.9% | +208.4% | -175.5% | +21.9% |
| 5Y | -14.1% | +401.6% | -415.7% | -23.1% |
| All | +247.4% | +392.3% | -145.0% | +216.5% |
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