+136.0%
AGI vs ALM
+3,551.9%
-3,415.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.5% |
| 7D | -10.1% | +1.2% | -11.3% | -10.1% |
| 30D | -6.5% | -19.3% | +12.8% | -6.5% |
| 3M | -12.8% | -40.6% | +27.8% | -12.7% |
| 6M | -34.3% | -57.9% | +23.6% | -34.1% |
| YTD | -25.6% | -6.7% | -18.9% | -25.5% |
| 1Y | -14.2% | +20.2% | -34.4% | -14.2% |
| 3Y | +127.3% | +879.4% | -752.2% | +127.4% |
| 5Y | +241.8% | +415.3% | -173.5% | +241.9% |
| 10Y | +381.8% | +2,100.8% | -1,719.0% | +384.7% |
| All | +136.0% | +3,551.9% | -3,415.9% | +142.0% |
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 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