+337.4%
AGI vs WY
+7.6%
+329.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.7% | -4.2% | +1.4% | -1.9% |
| 30D | +7.2% | -10.1% | +17.3% | +9.6% |
| 3M | +4.3% | -8.5% | +12.8% | +6.0% |
| 6M | -27.1% | -3.3% | -23.7% | -26.6% |
| YTD | -6.6% | -4.4% | -2.2% | -6.0% |
| 1Y | +9.5% | -11.5% | +21.0% | +11.7% |
| 3Y | +208.4% | -24.3% | +232.8% | +221.9% |
| 5Y | +401.6% | -21.3% | +423.0% | +417.0% |
| All | +337.4% | +7.6% | +329.8% | +301.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling