+384.7%
AGI vs ALM
+839.2%
-454.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.6% |
| 7D | -2.7% | -11.8% | +9.1% | -1.2% |
| 30D | +7.2% | +7.8% | -0.5% | +6.0% |
| 3M | +4.3% | -9.3% | +13.5% | +4.7% |
| 6M | -27.1% | -30.5% | +3.4% | -25.1% |
| YTD | -6.6% | +75.8% | -82.4% | -13.1% |
| 1Y | +9.5% | +241.2% | -231.7% | -5.3% |
| 3Y | +208.4% | +1,872.6% | -1,664.2% | +119.1% |
| All | +384.7% | +839.2% | -454.5% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling