+153.3%
AMAT vs AGI
+127.5%
+25.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.7% |
| 7D | +11.4% | -10.1% | +21.5% | +13.6% |
| 30D | -17.0% | -6.5% | -10.5% | -16.2% |
| 3M | -30.6% | -12.8% | -17.8% | -29.2% |
| 6M | -14.9% | -34.3% | +19.4% | -8.8% |
| YTD | +44.7% | -25.6% | +70.3% | +50.5% |
| 1Y | +66.9% | -14.2% | +81.1% | +68.9% |
| 3Y | +153.3% | +127.3% | +26.0% | +120.4% |
| All | +153.3% | +127.5% | +25.8% | +120.4% |
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