+539.6%
AGI vs UUUU
-92.5%
+632.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -2.6% |
| 7D | -5.3% | -5.0% | -0.2% | -4.7% |
| 30D | +6.8% | -7.8% | +14.5% | +7.6% |
| 3M | +8.3% | -0.4% | +8.7% | +8.1% |
| 6M | -29.2% | -32.9% | +3.7% | -26.7% |
| YTD | -7.3% | -6.3% | -1.0% | -7.6% |
| 1Y | +8.0% | +7.9% | +0.1% | +4.9% |
| 3Y | +206.6% | +85.2% | +121.4% | +173.2% |
| 5Y | +398.1% | +97.0% | +301.2% | +328.6% |
| 10Y | +384.0% | +492.6% | -108.7% | +245.4% |
| All | +539.6% | -92.5% | +632.1% | +419.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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