+127.3%
AGI vs WING
-23.4%
+150.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -10.1% | -2.5% | -7.6% | -9.9% |
| 30D | -6.5% | +29.5% | -36.1% | -8.3% |
| 3M | -12.8% | +40.2% | -53.0% | -15.1% |
| 6M | -34.3% | +32.7% | -67.0% | -35.6% |
| YTD | -25.6% | -32.8% | +7.2% | -24.2% |
| 1Y | -14.2% | -31.7% | +17.5% | -12.7% |
| 3Y | +127.3% | -24.7% | +152.0% | +121.8% |
| All | +127.3% | -23.4% | +150.7% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling