+0.3%
AGI vs DD
+49.3%
-49.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +12.1% |
| 7D | -5.3% | +8.7% | -14.0% | -11.9% |
| 30D | -7.1% | +15.3% | -22.5% | -18.0% |
| 3M | +4.4% | +5.9% | -1.5% | -0.8% |
| 6M | -23.0% | +11.6% | -34.6% | -30.0% |
| YTD | -22.0% | +26.5% | -48.5% | -35.4% |
| 1Y | +0.3% | +35.4% | -35.1% | -21.0% |
| All | +0.3% | +49.3% | -49.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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