+1,238.0%
ALB vs AGI
+5,459.2%
-4,221.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.2% |
| 7D | -8.1% | +0.6% | -8.7% | -8.2% |
| 30D | +6.3% | +18.2% | -12.0% | +4.3% |
| 3M | -23.6% | -4.1% | -19.4% | -23.5% |
| 6M | -24.6% | -28.7% | +4.1% | -22.3% |
| YTD | -10.3% | -4.0% | -6.3% | -10.3% |
| 1Y | +61.5% | +17.4% | +44.0% | +58.2% |
| 3Y | -34.0% | +203.0% | -237.0% | -41.5% |
| 5Y | -44.6% | +376.7% | -421.3% | -53.4% |
| 10Y | +76.1% | +407.5% | -331.4% | +39.2% |
| All | +1,238.0% | +5,459.2% | -4,221.2% | +839.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling