+69.8%
AA vs AGI
+128.6%
-58.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | +0.1% |
| 7D | +5.3% | -7.5% | +12.8% | +8.4% |
| 30D | -2.3% | -9.9% | +7.6% | +1.1% |
| 3M | -20.8% | -14.2% | -6.7% | -16.9% |
| 6M | -39.8% | -35.2% | -4.6% | -30.7% |
| YTD | -23.3% | -25.2% | +2.0% | -18.1% |
| 1Y | +1.8% | -14.3% | +16.2% | +3.6% |
| All | +69.8% | +128.6% | -58.8% | +0.2% |
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