+439.9%
AG vs AGI
+386.1%
+53.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | 0.0% |
| 7D | +4.5% | +4.4% | +0.1% | +1.2% |
| 30D | +12.9% | +10.0% | +2.9% | +5.4% |
| 3M | +20.9% | +1.7% | +19.2% | +19.7% |
| 6M | -19.5% | -26.8% | +7.3% | +3.4% |
| YTD | +24.8% | -5.3% | +30.1% | +34.9% |
| 1Y | +120.2% | +11.5% | +108.8% | +113.6% |
| 3Y | +279.0% | +212.9% | +66.1% | +80.0% |
| 5Y | +67.9% | +388.8% | -320.9% | -38.9% |
| 10Y | +57.5% | +383.6% | -326.1% | -47.2% |
| All | +439.9% | +386.1% | +53.9% | +39.9% |
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