+267.2%
ALAB vs AGI
+121.3%
+145.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.3% |
| 7D | +26.9% | -7.5% | +34.4% | +29.4% |
| 30D | -30.0% | -9.9% | -20.1% | -28.2% |
| 3M | -28.5% | -14.2% | -14.4% | -26.0% |
| 6M | +11.4% | -35.2% | +46.6% | +23.3% |
| YTD | +36.9% | -25.2% | +62.2% | +43.9% |
| 1Y | +44.4% | -14.3% | +58.7% | +47.1% |
| All | +267.2% | +121.3% | +145.9% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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