+30.9%
A vs AGI
+214.4%
-183.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -4.4% | +2.2% | -6.6% | -4.6% |
| 30D | -2.7% | +11.3% | -13.9% | -3.8% |
| 3M | +7.0% | +5.6% | +1.4% | +6.1% |
| 6M | +24.6% | -27.7% | +52.3% | +27.6% |
| YTD | +7.0% | -4.1% | +11.1% | +6.1% |
| 1Y | +15.6% | +13.8% | +1.8% | +11.7% |
| All | +30.9% | +214.4% | -183.4% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling