+357.3%
AMD vs AGI
+127.5%
+229.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.6% |
| 7D | +18.9% | -10.1% | +29.0% | +22.0% |
| 30D | -6.4% | -6.5% | +0.1% | -5.2% |
| 3M | +10.6% | -12.8% | +23.4% | +13.6% |
| 6M | +19.9% | -34.3% | +54.2% | +31.5% |
| YTD | +149.4% | -25.6% | +175.0% | +164.1% |
| 1Y | +115.4% | -14.2% | +129.6% | +121.3% |
| 3Y | +357.3% | +127.3% | +230.0% | +314.1% |
| All | +357.3% | +127.5% | +229.8% | +314.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling