+4,206.7%
AGI vs TAP
+167.0%
+4,039.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.0% |
| 7D | -10.1% | +1.3% | -11.4% | -10.3% |
| 30D | -6.5% | +5.7% | -12.3% | -7.5% |
| 3M | -12.8% | -1.9% | -10.9% | -12.8% |
| 6M | -34.3% | +0.9% | -35.2% | -34.8% |
| YTD | -25.6% | -9.5% | -16.1% | -24.9% |
| 1Y | -14.2% | -9.0% | -5.3% | -13.6% |
| 3Y | +127.3% | -22.2% | +149.5% | +132.8% |
| 5Y | +241.8% | +1.2% | +240.5% | +232.1% |
| 10Y | +381.8% | -46.1% | +427.9% | +411.3% |
| All | +4,206.7% | +167.0% | +4,039.7% | +4,117.8% |
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