+560.7%
AGI vs BR
+1,278.7%
-718.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | -3.0% | +0.2% | -2.2% |
| 30D | +7.2% | -0.3% | +7.5% | +7.3% |
| 3M | +4.3% | +17.3% | -13.0% | +1.2% |
| 6M | -27.1% | -6.7% | -20.4% | -26.5% |
| YTD | -6.6% | -23.4% | +16.8% | -2.7% |
| 1Y | +9.5% | -32.7% | +42.2% | +16.8% |
| 3Y | +208.4% | -5.9% | +214.4% | +208.0% |
| 5Y | +401.6% | +8.4% | +393.2% | +384.8% |
| 10Y | +387.3% | +189.2% | +198.1% | +288.8% |
| All | +560.7% | +1,278.7% | -718.1% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling