+83.0%
AA vs AGI
+214.4%
-131.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -0.6% | +2.2% | -2.8% | -1.5% |
| 30D | -1.6% | +11.3% | -12.8% | -5.5% |
| 3M | -29.8% | +5.6% | -35.4% | -31.8% |
| 6M | -16.6% | -27.7% | +11.0% | -8.4% |
| YTD | -4.0% | -4.1% | 0.0% | -5.8% |
| 1Y | +63.5% | +13.8% | +49.7% | +50.9% |
| All | +83.0% | +214.4% | -131.4% | +7.2% |
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