+216.8%
AGI vs TAP
-33.0%
+249.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +2.2% | -5.1% | +7.3% | +2.6% |
| 30D | +11.3% | -8.4% | +19.7% | +11.9% |
| 3M | +5.6% | -3.9% | +9.6% | +5.9% |
| 6M | -27.7% | -14.4% | -13.3% | -26.8% |
| YTD | -4.1% | -14.7% | +10.7% | -3.0% |
| 1Y | +13.8% | -18.7% | +32.5% | +15.5% |
| All | +216.8% | -33.0% | +249.8% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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