+216.8%
AGI vs ACM
-22.3%
+239.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.0% |
| 7D | +2.2% | -3.7% | +5.9% | +3.0% |
| 30D | +11.3% | -12.7% | +23.9% | +14.2% |
| 3M | +5.6% | -9.8% | +15.4% | +7.5% |
| 6M | -27.7% | -31.4% | +3.7% | -21.4% |
| YTD | -4.1% | -32.1% | +28.0% | +4.8% |
| 1Y | +13.8% | -47.8% | +61.6% | +31.3% |
| All | +216.8% | -22.3% | +239.1% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling