+338.5%
AGI vs USFR
+27.6%
+310.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +11.3% | +0.3% | +11.0% | +11.2% |
| 3M | +5.6% | +1.0% | +4.7% | +5.5% |
| 6M | -27.7% | +1.9% | -29.6% | -27.8% |
| YTD | -4.1% | +2.7% | -6.7% | -4.4% |
| 1Y | +13.8% | +4.0% | +9.8% | +13.2% |
| 3Y | +217.0% | +14.0% | +203.0% | +213.1% |
| 5Y | +404.3% | +20.4% | +383.9% | +395.7% |
| 10Y | +400.5% | +28.0% | +372.5% | +397.3% |
| All | +338.5% | +27.6% | +310.9% | +326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling