+404.3%
AGI vs ACM
+2.7%
+401.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.2% |
| 7D | +2.2% | -3.7% | +5.9% | +3.3% |
| 30D | +11.3% | -12.7% | +23.9% | +15.1% |
| 3M | +5.6% | -9.8% | +15.4% | +8.1% |
| 6M | -27.7% | -31.4% | +3.7% | -19.8% |
| YTD | -4.1% | -32.1% | +28.0% | +6.7% |
| 1Y | +13.8% | -47.8% | +61.6% | +36.7% |
| 3Y | +217.0% | -22.1% | +239.1% | +224.3% |
| 5Y | +404.3% | +1.8% | +402.5% | +384.3% |
| All | +404.3% | +2.7% | +401.6% | +384.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling