+111.2%
AMD vs AGI
-3.7%
+114.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -3.1% | +17.8% | +15.7% |
| 7D | +6.5% | +13.9% | -7.5% | +1.3% |
| 30D | -15.3% | -6.2% | -9.0% | -13.8% |
| 3M | +9.7% | -6.9% | +16.7% | +11.2% |
| 6M | +13.2% | -28.7% | +41.9% | +25.4% |
| YTD | +140.6% | -19.8% | +160.4% | +148.3% |
| 1Y | +111.2% | -4.8% | +116.0% | +83.8% |
| All | +111.2% | -3.7% | +114.9% | +83.8% |
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 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