+0.3%
AGI vs BR
-14.2%
+14.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.0% | +7.8% | +11.0% |
| 7D | -5.3% | +7.0% | -12.2% | -4.7% |
| 30D | -7.1% | +19.0% | -26.1% | -5.7% |
| 3M | +4.4% | +13.1% | -8.7% | +6.0% |
| 6M | -23.0% | +24.6% | -47.7% | -20.5% |
| YTD | -22.0% | -13.6% | -8.4% | -21.2% |
| 1Y | +0.3% | -13.1% | +13.4% | +4.3% |
| All | +0.3% | -14.2% | +14.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling