+5,307.1%
AGI vs BG
+611.4%
+4,695.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.2% |
| 7D | -2.7% | +3.1% | -5.9% | -3.6% |
| 30D | +7.2% | +10.2% | -3.0% | +4.2% |
| 3M | +4.3% | -1.7% | +5.9% | +4.1% |
| 6M | -27.1% | +1.0% | -28.1% | -28.0% |
| YTD | -6.6% | +39.9% | -46.5% | -15.4% |
| 1Y | +9.5% | +53.2% | -43.7% | -3.4% |
| 3Y | +208.4% | +16.3% | +192.2% | +187.3% |
| 5Y | +401.6% | +83.9% | +317.8% | +302.0% |
| 10Y | +387.3% | +165.1% | +222.2% | +219.8% |
| All | +5,307.1% | +611.4% | +4,695.7% | +1,852.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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