+4,416.0%
AGI vs M
+229.1%
+4,186.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.7% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | -7.6% | +8.1% | -15.7% | -7.9% |
| 3M | -10.2% | +2.2% | -12.4% | -10.3% |
| 6M | -31.5% | +35.1% | -66.6% | -32.2% |
| YTD | -22.0% | +15.8% | -37.8% | -22.5% |
| 1Y | -7.9% | +25.8% | -33.7% | -8.7% |
| 3Y | +137.6% | +156.2% | -18.7% | +129.5% |
| 5Y | +256.7% | -2.4% | +259.1% | +249.9% |
| 10Y | +405.2% | -7.1% | +412.3% | +393.4% |
| All | +4,416.0% | +229.1% | +4,186.9% | +3,950.7% |
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