+212.9%
AGI vs REPL
-24.7%
+237.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | +4.4% | -5.7% | +10.1% | +4.5% |
| 30D | +10.0% | +22.5% | -12.5% | +9.5% |
| 3M | +1.7% | +64.7% | -62.9% | +0.2% |
| 6M | -26.8% | +83.0% | -109.8% | -29.6% |
| YTD | -5.3% | +52.0% | -57.3% | -8.8% |
| 1Y | +11.5% | +144.5% | -133.0% | +5.8% |
| 3Y | +212.9% | -25.1% | +238.0% | +194.9% |
| All | +212.9% | -24.7% | +237.6% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling