+9.5%
AGI vs S
+8.9%
+0.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.7% | -0.7% | -2.1% | -2.7% |
| 30D | +7.2% | -11.4% | +18.7% | +7.8% |
| 3M | +4.3% | +33.8% | -29.5% | +1.6% |
| 6M | -27.1% | +39.5% | -66.6% | -29.3% |
| YTD | -6.6% | +31.7% | -38.3% | -9.6% |
| 1Y | +9.5% | +7.0% | +2.5% | +8.5% |
| All | +9.5% | +8.9% | +0.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling