+244.1%
AGI vs S
-71.1%
+315.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -10.1% | +2.0% | -12.1% | -10.3% |
| 30D | -6.5% | -2.7% | -3.8% | -6.5% |
| 3M | -12.8% | -6.9% | -5.9% | -12.7% |
| 6M | -34.3% | +38.1% | -72.4% | -36.6% |
| YTD | -25.6% | +48.0% | -73.6% | -28.9% |
| 1Y | -14.2% | +34.5% | -48.7% | -17.5% |
| 3Y | +127.3% | +38.3% | +89.0% | +113.9% |
| All | +244.1% | -71.1% | +315.3% | +243.6% |
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