+216.8%
AGI vs M
+106.8%
+110.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | +2.2% | -4.1% | +6.3% | +2.5% |
| 30D | +11.3% | -13.6% | +24.9% | +12.4% |
| 3M | +5.6% | -2.3% | +7.9% | +5.7% |
| 6M | -27.7% | +21.9% | -49.6% | -28.5% |
| YTD | -4.1% | -0.6% | -3.5% | -4.3% |
| 1Y | +13.8% | +29.7% | -15.9% | +11.3% |
| All | +216.8% | +106.8% | +110.0% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling