+616.3%
AGI vs REPL
-6.0%
+622.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +0.6% | -3.0% | +3.6% | +0.7% |
| 30D | +18.2% | +27.1% | -8.9% | +17.3% |
| 3M | -4.1% | +52.4% | -56.5% | -6.5% |
| 6M | -28.7% | +107.4% | -136.2% | -33.4% |
| YTD | -4.0% | +54.7% | -58.7% | -9.4% |
| 1Y | +17.4% | +158.9% | -141.4% | +7.2% |
| 3Y | +203.0% | -23.7% | +226.8% | +171.0% |
| 5Y | +376.7% | -54.3% | +431.0% | +329.4% |
| All | +616.3% | -6.0% | +622.3% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling