+244.1%
AGI vs TAP
+0.6%
+243.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.9% |
| 7D | -10.1% | +1.3% | -11.4% | -10.3% |
| 30D | -6.5% | +5.7% | -12.3% | -7.3% |
| 3M | -12.8% | -1.9% | -10.9% | -12.7% |
| 6M | -34.3% | +0.9% | -35.2% | -34.6% |
| YTD | -25.6% | -9.5% | -16.1% | -24.8% |
| 1Y | -14.2% | -9.0% | -5.3% | -13.5% |
| 3Y | +127.3% | -22.2% | +149.5% | +133.7% |
| All | +244.1% | +0.6% | +243.5% | +236.1% |
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