+76.0%
AMZN vs AGI
+204.0%
-128.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | -2.7% | -5.3% | +2.5% | -2.3% |
| 30D | -7.5% | +6.8% | -14.2% | -8.0% |
| 3M | +5.8% | +8.3% | -2.5% | +5.2% |
| 6M | +17.5% | -29.2% | +46.8% | +19.4% |
| YTD | +9.1% | -7.3% | +16.4% | +9.4% |
| 1Y | +9.4% | +8.0% | +1.3% | +8.4% |
| All | +76.0% | +204.0% | -128.0% | +55.4% |
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