+513.0%
AGI vs USHY
+49.7%
+463.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | -0.7% | -2.1% | -2.1% |
| 30D | +7.2% | -0.7% | +7.9% | +8.0% |
| 3M | +4.3% | +0.1% | +4.2% | +4.3% |
| 6M | -27.1% | +1.8% | -28.9% | -28.0% |
| YTD | -6.6% | +1.8% | -8.4% | -7.7% |
| 1Y | +9.5% | +3.3% | +6.2% | +6.8% |
| 3Y | +208.4% | +27.0% | +181.5% | +151.7% |
| 5Y | +401.6% | +21.0% | +380.6% | +311.9% |
| All | +513.0% | +49.7% | +463.2% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling