+5,459.2%
AGI vs TAP
+164.8%
+5,294.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +18.2% | -2.1% | +20.4% | +18.6% |
| 3M | -4.1% | +6.6% | -10.7% | -5.4% |
| 6M | -28.7% | -11.5% | -17.2% | -27.5% |
| YTD | -4.0% | -10.3% | +6.3% | -2.7% |
| 1Y | +17.4% | -14.4% | +31.8% | +19.6% |
| 3Y | +203.0% | -28.3% | +231.3% | +215.2% |
| 5Y | +376.7% | +1.7% | +375.0% | +363.7% |
| 10Y | +407.5% | -49.2% | +456.7% | +446.8% |
| All | +5,459.2% | +164.8% | +5,294.4% | +5,364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling