+206.3%
AGI vs EXEL
+160.7%
+45.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | -5.3% | -2.9% | -2.4% | -5.1% |
| 30D | +6.8% | +11.9% | -5.1% | +6.2% |
| 3M | +8.3% | +9.2% | -0.9% | +7.9% |
| 6M | -29.2% | +39.1% | -68.3% | -30.0% |
| YTD | -7.3% | +31.0% | -38.3% | -8.2% |
| 1Y | +8.0% | +52.3% | -44.3% | +7.6% |
| All | +206.3% | +160.7% | +45.6% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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