+206.3%
AGI vs DD
+41.5%
+164.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -5.3% | -2.9% | -2.4% | -4.3% |
| 30D | +6.8% | -11.5% | +18.2% | +11.5% |
| 3M | +8.3% | -5.4% | +13.7% | +10.6% |
| 6M | -29.2% | -6.9% | -22.3% | -27.1% |
| YTD | -7.3% | +6.9% | -14.1% | -6.7% |
| 1Y | +8.0% | +35.6% | -27.6% | +3.8% |
| All | +206.3% | +41.5% | +164.8% | +184.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling