+580.7%
AGI vs TENB
-3.6%
+584.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -3.0% |
| 7D | -5.3% | -7.1% | +1.9% | -4.8% |
| 30D | +6.8% | -15.4% | +22.1% | +7.8% |
| 3M | +8.3% | +19.5% | -11.2% | +6.4% |
| 6M | -29.2% | +54.8% | -84.0% | -31.8% |
| YTD | -7.3% | +36.1% | -43.4% | -9.9% |
| 1Y | +8.0% | +7.0% | +1.1% | +6.9% |
| 3Y | +206.6% | -27.6% | +234.1% | +210.5% |
| 5Y | +398.1% | -30.5% | +428.6% | +397.0% |
| All | +580.7% | -3.6% | +584.3% | +551.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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