-15.4%
A vs AGI
+392.7%
-408.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -4.4% | +2.2% | -6.6% | -4.7% |
| 30D | -2.7% | +11.3% | -13.9% | -4.1% |
| 3M | +7.0% | +5.6% | +1.4% | +5.8% |
| 6M | +24.6% | -27.7% | +52.3% | +28.9% |
| YTD | +7.0% | -4.1% | +11.1% | +5.7% |
| 1Y | +15.6% | +13.8% | +1.8% | +10.5% |
| 3Y | +29.9% | +217.0% | -187.1% | -1.2% |
| 5Y | -15.4% | +404.3% | -419.7% | -41.0% |
| All | -15.4% | +392.7% | -408.0% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling