+5,381.0%
AGI vs EXEL
+576.9%
+4,804.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | +4.4% | +1.4% | +3.0% | +4.3% |
| 30D | +10.0% | +6.7% | +3.3% | +9.7% |
| 3M | +1.7% | +11.5% | -9.7% | +1.4% |
| 6M | -26.8% | +38.8% | -65.6% | -27.6% |
| YTD | -5.3% | +31.6% | -36.9% | -6.2% |
| 1Y | +11.5% | +53.0% | -41.5% | +9.9% |
| 3Y | +212.9% | +160.8% | +52.1% | +201.9% |
| 5Y | +388.8% | +190.1% | +198.7% | +368.7% |
| 10Y | +383.6% | +367.0% | +16.6% | +346.7% |
| All | +5,381.0% | +576.9% | +4,804.1% | +4,668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling