+404.3%
AGI vs S
-71.9%
+476.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +2.2% | -1.2% | +3.4% | +2.3% |
| 30D | +11.3% | -12.6% | +23.8% | +12.2% |
| 3M | +5.6% | +27.6% | -21.9% | +3.2% |
| 6M | -27.7% | +35.5% | -63.1% | -29.9% |
| YTD | -4.1% | +29.6% | -33.7% | -6.9% |
| 1Y | +13.8% | +8.1% | +5.7% | +11.9% |
| 3Y | +217.0% | +14.8% | +202.3% | +204.8% |
| 5Y | +404.3% | -70.6% | +474.9% | +390.8% |
| All | +404.3% | -71.9% | +476.2% | +390.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling