-34.3%
AGI vs Z
-23.8%
-10.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.3% |
| 7D | -10.1% | +0.8% | -11.0% | -10.2% |
| 30D | -6.5% | +5.2% | -11.7% | -9.0% |
| 3M | -12.8% | -17.0% | +4.2% | -10.5% |
| 6M | -34.3% | -22.7% | -11.6% | -33.5% |
| All | -34.3% | -23.8% | -10.5% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling