+153.7%
ALL vs AGI
+208.5%
-54.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -2.4% |
| 7D | -1.7% | +4.4% | -6.1% | -1.6% |
| 30D | -4.7% | +10.0% | -14.6% | -4.5% |
| 3M | +18.4% | +1.7% | +16.6% | +18.7% |
| 6M | +20.5% | -26.8% | +47.3% | +21.2% |
| YTD | +23.5% | -5.3% | +28.9% | +23.2% |
| 1Y | +29.0% | +11.5% | +17.5% | +27.3% |
| 3Y | +153.7% | +212.9% | -59.2% | +126.8% |
| All | +153.7% | +208.5% | -54.8% | +126.8% |
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