+802.9%
AGI vs RACE
+647.6%
+155.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | +0.6% | -2.5% | +3.1% | +1.1% |
| 30D | +18.2% | +0.8% | +17.5% | +18.1% |
| 3M | -4.1% | +17.2% | -21.3% | -6.8% |
| 6M | -28.7% | +13.6% | -42.3% | -30.4% |
| YTD | -4.0% | +12.2% | -16.2% | -6.3% |
| 1Y | +17.4% | -16.3% | +33.7% | +20.1% |
| 3Y | +203.0% | +36.4% | +166.6% | +182.4% |
| 5Y | +376.7% | +95.0% | +281.7% | +317.5% |
| 10Y | +407.5% | +813.2% | -405.8% | +270.8% |
| All | +802.9% | +647.6% | +155.3% | +545.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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