+116.1%
ALL vs AGI
+392.7%
-276.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -2.2% | +2.2% | -4.4% | -2.2% |
| 30D | -5.6% | +11.3% | -16.8% | -5.6% |
| 3M | +17.2% | +5.6% | +11.6% | +17.3% |
| 6M | +23.2% | -27.7% | +50.9% | +24.3% |
| YTD | +23.6% | -4.1% | +27.7% | +23.2% |
| 1Y | +29.2% | +13.8% | +15.4% | +27.4% |
| 3Y | +153.8% | +217.0% | -63.2% | +136.3% |
| 5Y | +116.1% | +404.3% | -288.3% | +92.5% |
| All | +116.1% | +392.7% | -276.6% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling