+5,263.7%
AGI vs WY
+166.9%
+5,096.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.8% | -2.7% |
| 7D | -5.4% | -3.7% | -1.7% | -4.4% |
| 30D | +6.6% | -11.3% | +17.9% | +10.2% |
| 3M | +8.2% | -8.1% | +16.3% | +10.5% |
| 6M | -29.3% | -7.4% | -21.9% | -27.9% |
| YTD | -7.4% | -4.7% | -2.7% | -6.5% |
| 1Y | +7.9% | -9.2% | +17.1% | +10.0% |
| 3Y | +206.2% | -24.7% | +230.9% | +224.0% |
| 5Y | +397.6% | -21.6% | +419.2% | +414.8% |
| 10Y | +383.4% | +6.7% | +376.8% | +321.8% |
| All | +5,263.7% | +166.9% | +5,096.8% | +3,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling