+1,095.0%
ALL vs AGI
+5,459.2%
-4,364.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -1.5% | +18.2% | -19.7% | -2.1% |
| 3M | +23.6% | -4.1% | +27.8% | +23.6% |
| 6M | +22.3% | -28.7% | +51.0% | +23.4% |
| YTD | +26.5% | -4.0% | +30.5% | +26.0% |
| 1Y | +27.0% | +17.4% | +9.6% | +25.4% |
| 3Y | +149.6% | +203.0% | -53.4% | +137.0% |
| 5Y | +118.1% | +376.7% | -258.6% | +102.6% |
| 10Y | +369.0% | +407.5% | -38.5% | +324.6% |
| All | +1,095.0% | +5,459.2% | -4,364.1% | +912.1% |
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 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