-55.4%
APP vs AGI
-1.1%
-54.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.8% | -0.1% | +6.6% |
| 7D | +4.5% | -5.3% | +9.8% | +6.3% |
| 30D | -3.6% | -7.1% | +3.5% | -1.4% |
| 3M | -35.3% | +4.4% | -39.7% | -37.5% |
| 6M | -42.8% | -23.0% | -19.8% | -38.6% |
| YTD | -59.7% | -22.0% | -37.7% | -58.6% |
| 1Y | -55.4% | +0.3% | -55.6% | -60.3% |
| All | -55.4% | -1.1% | -54.2% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling