+5,459.2%
AGI vs M
+202.7%
+5,256.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.0% |
| 7D | +0.6% | +4.7% | -4.1% | +0.5% |
| 30D | +18.2% | -9.6% | +27.9% | +18.6% |
| 3M | -4.1% | +0.9% | -5.0% | -4.2% |
| 6M | -28.7% | +22.3% | -51.0% | -29.2% |
| YTD | -4.0% | +6.5% | -10.5% | -4.3% |
| 1Y | +17.4% | +38.8% | -21.4% | +16.0% |
| 3Y | +203.0% | +115.9% | +87.1% | +194.2% |
| 5Y | +376.7% | +28.6% | +348.0% | +365.4% |
| 10Y | +407.5% | -2.5% | +410.0% | +392.6% |
| All | +5,459.2% | +202.7% | +5,256.5% | +4,902.0% |
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