+5,269.5%
AGI vs MDY
+1,009.8%
+4,259.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -5.3% | -2.5% | -2.7% | -4.3% |
| 30D | +6.8% | -5.0% | +11.8% | +8.9% |
| 3M | +8.3% | +0.5% | +7.8% | +8.2% |
| 6M | -29.2% | +8.0% | -37.2% | -31.0% |
| YTD | -7.3% | +12.2% | -19.4% | -10.7% |
| 1Y | +8.0% | +14.0% | -6.0% | +3.5% |
| 3Y | +206.6% | +48.2% | +158.4% | +164.3% |
| 5Y | +398.1% | +46.1% | +352.1% | +328.5% |
| 10Y | +384.0% | +173.8% | +210.2% | +214.3% |
| All | +5,269.5% | +1,009.8% | +4,259.8% | +2,412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling