+607.7%
AGI vs ACM
+230.8%
+376.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.6% | -3.7% | +4.3% | +1.4% |
| 30D | +18.2% | -11.1% | +29.3% | +20.7% |
| 3M | -4.1% | -8.0% | +3.9% | -2.9% |
| 6M | -28.7% | -29.7% | +1.0% | -24.1% |
| YTD | -4.0% | -29.4% | +25.4% | +2.1% |
| 1Y | +17.4% | -46.4% | +63.8% | +31.6% |
| 3Y | +203.0% | -22.3% | +225.4% | +212.9% |
| 5Y | +376.7% | +4.5% | +372.2% | +362.4% |
| 10Y | +407.5% | +127.6% | +279.8% | +295.5% |
| All | +607.7% | +230.8% | +376.9% | +346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling