+199.0%
AMD vs AGI
+310.5%
-111.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.6% | +10.4% |
| 7D | -11.0% | +16.0% | -27.0% | -14.6% |
| 30D | -30.5% | +1.0% | -31.4% | -30.8% |
| 3M | -8.2% | +2.5% | -10.7% | -9.5% |
| 6M | +6.6% | -24.0% | +30.6% | +12.8% |
| YTD | +109.7% | -17.2% | +126.9% | +115.4% |
| 1Y | +88.9% | +4.9% | +84.0% | +84.2% |
| 3Y | +301.8% | +142.6% | +159.2% | +217.6% |
| All | +199.0% | +310.5% | -111.5% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling