+402.7%
AGI vs FRSH
-72.5%
+475.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.7% | -6.6% | +3.9% | -2.4% |
| 30D | +7.2% | +2.1% | +5.1% | +7.1% |
| 3M | +4.3% | +29.0% | -24.7% | +2.7% |
| 6M | -27.1% | +48.6% | -75.7% | -28.9% |
| YTD | -6.6% | -2.9% | -3.7% | -6.8% |
| 1Y | +9.5% | -7.9% | +17.4% | +9.6% |
| 3Y | +208.4% | -46.5% | +255.0% | +215.9% |
| All | +402.7% | -72.5% | +475.2% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling