+197.1%
ABT vs AGI
+392.3%
-195.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -5.9% | -2.7% | -3.2% | -5.8% |
| 30D | -8.1% | +7.2% | -15.3% | -8.3% |
| 3M | +14.5% | +4.3% | +10.3% | +14.3% |
| 6M | -6.3% | -27.1% | +20.8% | -5.4% |
| YTD | -17.1% | -6.6% | -10.5% | -17.2% |
| 1Y | -21.4% | +9.5% | -30.9% | -22.0% |
| 3Y | +5.9% | +208.4% | -202.5% | +0.7% |
| 5Y | -12.8% | +401.6% | -414.4% | -18.6% |
| All | +197.1% | +392.3% | -195.2% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling