+5,968.1%
AMD vs AGI
+4,691.5%
+1,276.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.6% | +10.8% |
| 7D | -11.0% | +16.0% | -27.0% | -12.5% |
| 30D | -30.5% | +1.0% | -31.4% | -30.6% |
| 3M | -8.2% | +2.5% | -10.7% | -8.7% |
| 6M | +6.6% | -24.0% | +30.6% | +9.1% |
| YTD | +109.7% | -17.2% | +126.9% | +112.2% |
| 1Y | +88.9% | +4.9% | +84.0% | +87.1% |
| 3Y | +301.8% | +142.6% | +159.2% | +266.0% |
| 5Y | +229.4% | +315.2% | -85.8% | +184.2% |
| 10Y | +6,745.1% | +338.5% | +6,406.6% | +5,541.6% |
| All | +5,968.1% | +4,691.5% | +1,276.6% | +4,200.2% |
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