+9.5%
AGI vs FRSH
-9.2%
+18.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.7% | -6.6% | +3.9% | -3.0% |
| 30D | +7.2% | +2.1% | +5.1% | +7.6% |
| 3M | +4.3% | +29.0% | -24.7% | +5.2% |
| 6M | -27.1% | +48.6% | -75.7% | -26.3% |
| YTD | -6.6% | -2.9% | -3.7% | -4.1% |
| 1Y | +9.5% | -7.9% | +17.4% | +9.2% |
| All | +9.5% | -9.2% | +18.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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