+8,017.8%
AMD vs AGI
+373.6%
+7,644.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.1% |
| 7D | +10.0% | +4.4% | +5.7% | +9.3% |
| 30D | +4.6% | +10.0% | -5.3% | +3.0% |
| 3M | +3.1% | +1.7% | +1.4% | +2.4% |
| 6M | +162.8% | -26.8% | +189.6% | +172.5% |
| YTD | +136.2% | -5.3% | +141.5% | +136.1% |
| 1Y | +234.0% | +11.5% | +222.5% | +227.0% |
| 3Y | +376.7% | +212.9% | +163.8% | +310.0% |
| 5Y | +376.3% | +388.8% | -12.4% | +287.7% |
| 10Y | +8,017.8% | +383.6% | +7,634.2% | +6,609.8% |
| All | +8,017.8% | +373.6% | +7,644.2% | +6,609.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling