+4,206.7%
AGI vs M
+227.1%
+3,979.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.5% |
| 7D | -10.1% | +7.0% | -17.1% | -10.3% |
| 30D | -6.5% | +8.9% | -15.4% | -6.8% |
| 3M | -12.8% | +4.5% | -17.3% | -13.0% |
| 6M | -34.3% | +36.2% | -70.5% | -35.0% |
| YTD | -25.6% | +15.1% | -40.7% | -26.1% |
| 1Y | -14.2% | +27.4% | -41.7% | -15.1% |
| 3Y | +127.3% | +160.1% | -32.9% | +119.5% |
| 5Y | +241.8% | -1.6% | +243.3% | +235.2% |
| 10Y | +381.8% | -7.7% | +389.5% | +370.6% |
| All | +4,206.7% | +227.1% | +3,979.6% | +3,763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling