+244.1%
AGI vs Z
-53.4%
+297.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | -10.1% | +0.8% | -11.0% | -10.2% |
| 30D | -6.5% | +5.2% | -11.7% | -7.5% |
| 3M | -12.8% | -17.0% | +4.2% | -11.1% |
| 6M | -34.3% | -22.7% | -11.6% | -32.6% |
| YTD | -25.6% | -56.3% | +30.7% | -18.3% |
| 1Y | -14.2% | -57.7% | +43.4% | -5.5% |
| 3Y | +127.3% | -16.5% | +143.8% | +117.5% |
| All | +244.1% | -53.4% | +297.6% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling