+156.3%
ALL vs AGI
+270.2%
-113.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.3% | +8.2% | +2.9% |
| 7D | -0.1% | +13.9% | -14.1% | -0.2% |
| 30D | +13.8% | -6.2% | +20.0% | +13.8% |
| 3M | -2.8% | -6.9% | +4.2% | -2.8% |
| 6M | +23.7% | -28.7% | +52.4% | +24.2% |
| YTD | +27.3% | -19.8% | +47.1% | +26.8% |
| 1Y | +30.5% | -4.8% | +35.4% | +29.0% |
| 3Y | +113.0% | +144.3% | -31.3% | +98.4% |
| All | +156.3% | +270.2% | -113.9% | +121.1% |
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 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