+21.3%
AR vs AGI
+17.6%
+3.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.8% |
| 7D | +2.5% | +0.6% | +1.9% | +2.5% |
| 30D | +14.8% | +18.2% | -3.4% | +15.5% |
| 3M | +6.2% | -4.1% | +10.4% | +6.6% |
| 6M | +4.3% | -28.7% | +33.0% | +5.8% |
| YTD | +14.4% | -4.0% | +18.3% | +12.0% |
| 1Y | +21.3% | +17.4% | +3.9% | +12.7% |
| All | +21.3% | +17.6% | +3.7% | +12.7% |
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