+127.3%
AGI vs S
+41.6%
+85.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -10.1% | +2.0% | -12.1% | -10.2% |
| 30D | -6.5% | -2.7% | -3.8% | -6.5% |
| 3M | -12.8% | -6.9% | -5.9% | -12.6% |
| 6M | -34.3% | +38.1% | -72.4% | -36.4% |
| YTD | -25.6% | +48.0% | -73.6% | -28.6% |
| 1Y | -14.2% | +34.5% | -48.7% | -17.2% |
| 3Y | +127.3% | +38.3% | +89.0% | +135.8% |
| All | +127.3% | +41.6% | +85.7% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling