+337.4%
AGI vs MDY
+177.2%
+160.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -2.7% | -1.9% | -0.9% | -2.1% |
| 30D | +7.2% | -4.6% | +11.9% | +8.9% |
| 3M | +4.3% | -1.2% | +5.5% | +4.7% |
| 6M | -27.1% | +9.2% | -36.3% | -28.8% |
| YTD | -6.6% | +13.1% | -19.7% | -9.6% |
| 1Y | +9.5% | +13.0% | -3.5% | +6.1% |
| 3Y | +208.4% | +49.2% | +159.2% | +175.3% |
| 5Y | +401.6% | +47.2% | +354.4% | +344.7% |
| All | +337.4% | +177.2% | +160.2% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling