+49.9%
AR vs AGI
+214.4%
-164.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -1.2% | +2.2% | -3.4% | -1.4% |
| 30D | +5.5% | +11.3% | -5.7% | +4.6% |
| 3M | +12.9% | +5.6% | +7.2% | +12.0% |
| 6M | +0.1% | -27.7% | +27.7% | +3.6% |
| YTD | +13.5% | -4.1% | +17.6% | +10.8% |
| 1Y | +21.6% | +13.8% | +7.8% | +13.7% |
| All | +49.9% | +214.4% | -164.4% | +3.0% |
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