+334.3%
AGI vs M
-10.0%
+344.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -3.3% |
| 7D | -5.3% | -8.8% | +3.5% | -5.2% |
| 30D | +6.8% | -16.4% | +23.1% | +6.9% |
| 3M | +8.3% | -10.8% | +19.1% | +8.4% |
| 6M | -29.2% | +16.1% | -45.4% | -29.2% |
| YTD | -7.3% | -5.3% | -2.0% | -7.2% |
| 1Y | +8.0% | +24.9% | -16.8% | +7.9% |
| 3Y | +206.6% | +97.5% | +109.0% | +207.6% |
| 5Y | +398.1% | +20.4% | +377.8% | +401.5% |
| All | +334.3% | -10.0% | +344.3% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling