+206.3%
AGI vs USFR
+14.1%
+192.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -5.3% | +0.1% | -5.3% | -5.4% |
| 30D | +6.8% | +0.3% | +6.4% | +6.3% |
| 3M | +8.3% | +1.0% | +7.3% | +7.1% |
| 6M | -29.2% | +1.9% | -31.2% | -31.6% |
| YTD | -7.3% | +2.7% | -9.9% | -12.6% |
| 1Y | +8.0% | +4.0% | +4.0% | -2.8% |
| All | +206.3% | +14.1% | +192.2% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling