+337.4%
AGI vs MKTX
+5.0%
+332.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +7.2% | +0.7% | +6.5% | +7.1% |
| 3M | +4.3% | +40.8% | -36.5% | -2.6% |
| 6M | -27.1% | -8.0% | -19.1% | -26.4% |
| YTD | -6.6% | -8.7% | +2.1% | -5.6% |
| 1Y | +9.5% | -11.8% | +21.4% | +11.2% |
| 3Y | +208.4% | -24.0% | +232.5% | +216.3% |
| 5Y | +401.6% | -60.3% | +462.0% | +457.3% |
| All | +337.4% | +5.0% | +332.3% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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