+334.3%
AGI vs ACM
+131.7%
+202.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.1% |
| 7D | -5.3% | -5.9% | +0.6% | -4.5% |
| 30D | +6.8% | -6.2% | +13.0% | +7.5% |
| 3M | +8.3% | -7.9% | +16.2% | +9.2% |
| 6M | -29.2% | -30.6% | +1.4% | -26.0% |
| YTD | -7.3% | -33.3% | +26.0% | -2.5% |
| 1Y | +8.0% | -49.2% | +57.2% | +17.4% |
| 3Y | +206.6% | -23.5% | +230.0% | +215.3% |
| 5Y | +398.1% | +0.9% | +397.2% | +401.1% |
| All | +334.3% | +131.7% | +202.7% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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