+126.1%
AMD vs AGI
-12.3%
+138.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.2% | +10.0% | +7.1% |
| 7D | +44.7% | -7.5% | +52.2% | +48.1% |
| 30D | -3.3% | -9.9% | +6.5% | -0.5% |
| 3M | +21.2% | -14.2% | +35.4% | +26.0% |
| 6M | +30.6% | -35.2% | +65.8% | +48.6% |
| YTD | +173.3% | -25.2% | +198.5% | +190.8% |
| 1Y | +126.1% | -14.3% | +140.4% | +114.6% |
| All | +126.1% | -12.3% | +138.4% | +114.6% |
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