+5,307.1%
AGI vs TDY
+4,212.8%
+1,094.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | +7.2% | -12.0% | +19.3% | +9.4% |
| 3M | +4.3% | -3.2% | +7.5% | +4.7% |
| 6M | -27.1% | -7.9% | -19.2% | -26.1% |
| YTD | -6.6% | +18.2% | -24.8% | -8.7% |
| 1Y | +9.5% | +6.7% | +2.9% | +8.6% |
| 3Y | +208.4% | +47.5% | +160.9% | +190.8% |
| 5Y | +401.6% | +39.5% | +362.1% | +374.3% |
| 10Y | +387.3% | +477.2% | -89.8% | +278.5% |
| All | +5,307.1% | +4,212.8% | +1,094.4% | +3,417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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