+1,459.7%
A vs AGI
+5,459.2%
-3,999.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | +6.9% | +18.2% | -11.3% | +6.0% |
| 3M | +9.2% | -4.1% | +13.4% | +9.3% |
| 6M | +25.7% | -28.7% | +54.4% | +27.4% |
| YTD | +11.5% | -4.0% | +15.5% | +11.2% |
| 1Y | +18.4% | +17.4% | +0.9% | +16.6% |
| 3Y | +26.6% | +203.0% | -176.4% | +18.3% |
| 5Y | -12.8% | +376.7% | -389.5% | -20.6% |
| 10Y | +247.2% | +407.5% | -160.3% | +207.5% |
| All | +1,459.7% | +5,459.2% | -3,999.5% | +1,290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling