+63.5%
AGI vs CYCU
-99.9%
+163.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | +0.6% | -8.1% | +8.7% | +0.6% |
| 30D | +18.2% | -43.0% | +61.2% | +18.2% |
| 3M | -4.1% | -50.8% | +46.7% | -3.2% |
| 6M | -28.7% | -74.1% | +45.4% | -27.8% |
| YTD | -4.0% | -84.0% | +80.0% | -2.6% |
| 1Y | +17.4% | -92.2% | +109.6% | +19.8% |
| All | +63.5% | -99.9% | +163.4% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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