+375.0%
AGI vs ARWR
+1,024.2%
-649.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -10.1% | -17.8% | +7.7% | -9.2% |
| 30D | -6.5% | -18.1% | +11.6% | -5.6% |
| 3M | -12.8% | -44.2% | +31.4% | -10.0% |
| 6M | -34.3% | -38.6% | +4.3% | -32.6% |
| YTD | -25.6% | -28.0% | +2.4% | -24.5% |
| 1Y | -14.2% | +16.1% | -30.4% | -15.2% |
| 3Y | +127.3% | +84.0% | +43.3% | +116.1% |
| 5Y | +241.8% | -35.4% | +277.1% | +231.4% |
| All | +375.0% | +1,024.2% | -649.2% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling