+404.3%
AGI vs TAP
-0.5%
+404.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +2.2% | -5.1% | +7.3% | +3.0% |
| 30D | +11.3% | -8.4% | +19.7% | +12.6% |
| 3M | +5.6% | -3.9% | +9.6% | +6.0% |
| 6M | -27.7% | -14.4% | -13.3% | -26.1% |
| YTD | -4.1% | -14.7% | +10.7% | -2.2% |
| 1Y | +13.8% | -18.7% | +32.5% | +16.8% |
| 3Y | +217.0% | -32.6% | +249.7% | +235.3% |
| 5Y | +404.3% | -1.4% | +405.8% | +398.2% |
| All | +404.3% | -0.5% | +404.9% | +398.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling