+8,164.6%
AMD vs AGI
+355.0%
+7,809.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.8% | +10.1% | +7.7% |
| 7D | +13.1% | 0.0% | +13.1% | +13.0% |
| 30D | -7.0% | -7.6% | +0.7% | -6.0% |
| 3M | +16.6% | -10.2% | +26.8% | +18.0% |
| 6M | +20.5% | -31.5% | +52.0% | +26.5% |
| YTD | +158.2% | -22.0% | +180.2% | +165.1% |
| 1Y | +132.8% | -7.9% | +140.7% | +134.0% |
| 3Y | +366.2% | +137.6% | +228.7% | +313.9% |
| 5Y | +278.7% | +256.7% | +22.0% | +217.6% |
| 10Y | +8,164.6% | +405.2% | +7,759.4% | +7,020.7% |
| All | +8,164.6% | +355.0% | +7,809.6% | +7,020.7% |
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