+206.3%
AGI vs WU
-29.2%
+235.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | -5.3% | -5.0% | -0.3% | -4.9% |
| 30D | +6.8% | -2.3% | +9.0% | +6.9% |
| 3M | +8.3% | -3.2% | +11.5% | +8.3% |
| 6M | -29.2% | -25.0% | -4.2% | -28.0% |
| YTD | -7.3% | -21.7% | +14.4% | -6.2% |
| 1Y | +8.0% | -9.0% | +17.0% | +7.9% |
| All | +206.3% | -29.2% | +235.5% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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