+8,520.0%
AMD vs AGI
+391.9%
+8,128.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.2% | +10.0% | +6.5% |
| 7D | +44.7% | -7.5% | +52.2% | +46.4% |
| 30D | -3.3% | -9.9% | +6.5% | -2.0% |
| 3M | +21.2% | -14.2% | +35.4% | +23.5% |
| 6M | +30.6% | -35.2% | +65.8% | +38.2% |
| YTD | +173.3% | -25.2% | +198.5% | +182.3% |
| 1Y | +126.1% | -14.3% | +140.4% | +129.4% |
| 3Y | +393.5% | +127.7% | +265.9% | +340.8% |
| 5Y | +295.8% | +243.4% | +52.3% | +233.8% |
| All | +8,520.0% | +391.9% | +8,128.1% | +7,352.8% |
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