+404.3%
AGI vs M
+22.2%
+382.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | +2.2% | -4.1% | +6.3% | +2.4% |
| 30D | +11.3% | -13.6% | +24.9% | +12.2% |
| 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% | +11.7% |
| 3Y | +217.0% | +107.3% | +109.8% | +201.1% |
| 5Y | +404.3% | +20.5% | +383.9% | +409.3% |
| All | +404.3% | +22.2% | +382.1% | +409.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling