+132.8%
AMD vs AGI
-8.3%
+141.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.8% | +10.1% | +8.2% |
| 7D | +13.1% | 0.0% | +13.1% | +12.8% |
| 30D | -7.0% | -7.6% | +0.7% | -4.8% |
| 3M | +16.6% | -10.2% | +26.8% | +19.7% |
| 6M | +20.5% | -31.5% | +52.0% | +35.4% |
| YTD | +158.2% | -22.0% | +180.2% | +169.5% |
| 1Y | +132.8% | -7.9% | +140.7% | +106.1% |
| All | +132.8% | -8.3% | +141.0% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling