+579.9%
AGI vs TRU
+228.8%
+351.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | +7.2% | -2.0% | +9.3% | +7.5% |
| 3M | +4.3% | +18.4% | -14.2% | +2.0% |
| 6M | -27.1% | +8.9% | -36.0% | -28.1% |
| YTD | -6.6% | -8.9% | +2.3% | -6.3% |
| 1Y | +9.5% | -15.9% | +25.4% | +10.7% |
| 3Y | +208.4% | -1.1% | +209.5% | +197.6% |
| 5Y | +401.6% | -35.2% | +436.8% | +392.9% |
| 10Y | +387.3% | +145.3% | +242.1% | +307.0% |
| All | +579.9% | +228.8% | +351.2% | +446.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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