+337.4%
AGI vs BRKR
+155.3%
+182.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.7% | -8.7% | +5.9% | -1.6% |
| 30D | +7.2% | -9.9% | +17.1% | +8.7% |
| 3M | +4.3% | -3.1% | +7.3% | +4.1% |
| 6M | -27.1% | +45.5% | -72.6% | -30.9% |
| YTD | -6.6% | +13.7% | -20.3% | -9.2% |
| 1Y | +9.5% | +67.4% | -57.9% | +2.1% |
| 3Y | +208.4% | -13.2% | +221.7% | +205.4% |
| 5Y | +401.6% | -39.5% | +441.1% | +401.5% |
| All | +337.4% | +155.3% | +182.1% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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