-14.2%
AGI vs FIVE
+62.4%
-76.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -10.1% | +2.7% | -12.8% | -10.5% |
| 30D | -6.5% | +12.7% | -19.2% | -8.4% |
| 3M | -12.8% | +2.1% | -14.9% | -13.5% |
| 6M | -34.3% | +17.5% | -51.8% | -36.4% |
| YTD | -25.6% | +31.0% | -56.6% | -29.2% |
| 1Y | -14.2% | +67.7% | -82.0% | -26.5% |
| All | -14.2% | +62.4% | -76.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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