+384.7%
AGI vs USFR
+20.6%
+364.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.7% | +0.1% | -2.9% | -2.7% |
| 30D | +7.2% | +0.4% | +6.9% | +7.3% |
| 3M | +4.3% | +1.0% | +3.2% | +4.5% |
| 6M | -27.1% | +2.0% | -29.1% | -27.1% |
| YTD | -6.6% | +2.8% | -9.4% | -7.3% |
| 1Y | +9.5% | +4.1% | +5.4% | +7.4% |
| 3Y | +208.4% | +14.1% | +194.3% | +209.8% |
| All | +384.7% | +20.6% | +364.1% | +353.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling