+6,353.6%
AMD vs AGI
+5,459.2%
+894.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.9% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | -0.9% | +18.2% | -19.2% | -2.7% |
| 3M | -8.7% | -4.1% | -4.6% | -8.6% |
| 6M | +136.3% | -28.7% | +165.0% | +143.3% |
| YTD | +123.0% | -4.0% | +127.0% | +122.6% |
| 1Y | +195.2% | +17.4% | +177.8% | +189.1% |
| 3Y | +336.3% | +203.0% | +133.3% | +289.2% |
| 5Y | +334.5% | +376.7% | -42.2% | +269.8% |
| 10Y | +6,259.1% | +407.5% | +5,851.6% | +5,058.8% |
| All | +6,353.6% | +5,459.2% | +894.5% | +4,411.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling