+204.6%
AGI vs ALM
+7,705.7%
-7,501.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | +18.2% | +32.0% | -13.8% | +18.1% |
| 3M | -4.1% | -15.0% | +10.9% | -4.1% |
| 6M | -28.7% | -10.1% | -18.6% | -28.7% |
| YTD | -4.0% | +99.4% | -103.4% | -4.1% |
| 1Y | +17.4% | +316.4% | -298.9% | +17.2% |
| 3Y | +203.0% | +2,022.0% | -1,819.0% | +202.5% |
| 5Y | +376.7% | +941.2% | -564.5% | +375.7% |
| 10Y | +407.5% | +2,950.3% | -2,542.9% | +408.9% |
| All | +204.6% | +7,705.7% | -7,501.2% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling