+508.7%
AGI vs USHY
+49.7%
+459.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.8% |
| 7D | -5.3% | -0.7% | -4.5% | -4.5% |
| 30D | +6.8% | -0.5% | +7.3% | +7.4% |
| 3M | +8.3% | +0.5% | +7.8% | +7.9% |
| 6M | -29.2% | +1.5% | -30.7% | -29.9% |
| YTD | -7.3% | +1.7% | -9.0% | -8.3% |
| 1Y | +8.0% | +3.5% | +4.5% | +5.1% |
| 3Y | +206.6% | +27.2% | +179.4% | +149.9% |
| 5Y | +398.1% | +21.0% | +377.2% | +309.2% |
| All | +508.7% | +49.7% | +459.0% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling