+216.8%
AGI vs ALM
+2,150.5%
-1,933.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.9% |
| 7D | +2.2% | +3.6% | -1.4% | +1.6% |
| 30D | +11.3% | +33.8% | -22.5% | +6.3% |
| 3M | +5.6% | +14.8% | -9.1% | +2.5% |
| 6M | -27.7% | -7.0% | -20.7% | -28.5% |
| YTD | -4.1% | +108.1% | -112.1% | -13.3% |
| 1Y | +13.8% | +313.8% | -300.0% | -5.0% |
| All | +216.8% | +2,150.5% | -1,933.7% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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