-29.2%
ALB vs AGI
+214.4%
-243.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | -8.6% | +2.2% | -10.8% | -9.3% |
| 30D | -4.0% | +11.3% | -15.3% | -7.4% |
| 3M | -17.4% | +5.6% | -23.0% | -19.5% |
| 6M | -25.4% | -27.7% | +2.3% | -19.3% |
| YTD | -10.5% | -4.1% | -6.4% | -10.8% |
| 1Y | +75.8% | +13.8% | +62.0% | +68.2% |
| All | -29.2% | +214.4% | -243.6% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling