+5,381.0%
AGI vs DD
+358.1%
+5,022.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | +10.0% | -7.4% | +17.4% | +12.0% |
| 3M | +1.7% | -6.4% | +8.2% | +3.5% |
| 6M | -26.8% | -2.5% | -24.3% | -26.2% |
| YTD | -5.3% | +10.2% | -15.6% | -6.9% |
| 1Y | +11.5% | +36.9% | -25.5% | +4.3% |
| 3Y | +212.9% | +47.0% | +165.9% | +183.6% |
| 5Y | +388.8% | +63.1% | +325.6% | +326.9% |
| 10Y | +383.6% | +68.2% | +315.4% | +293.8% |
| All | +5,381.0% | +358.1% | +5,022.9% | +4,072.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling