+418.7%
AGI vs WING
+637.4%
-218.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -10.1% | -2.5% | -7.6% | -9.8% |
| 30D | -6.5% | +29.5% | -36.1% | -9.4% |
| 3M | -12.8% | +40.2% | -53.0% | -16.5% |
| 6M | -34.3% | +32.7% | -67.0% | -36.9% |
| YTD | -25.6% | -32.8% | +7.2% | -23.4% |
| 1Y | -14.2% | -31.7% | +17.5% | -12.0% |
| 3Y | +127.3% | -24.7% | +152.0% | +121.6% |
| 5Y | +241.8% | -0.5% | +242.2% | +210.4% |
| 10Y | +381.8% | +647.5% | -265.7% | +254.1% |
| All | +418.7% | +637.4% | -218.7% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling