+47.1%
AR vs AGI
+128.6%
-81.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.5% |
| 7D | +6.4% | -7.5% | +13.9% | +6.7% |
| 30D | +3.1% | -9.9% | +13.0% | +3.7% |
| 3M | +3.3% | -14.2% | +17.4% | +4.0% |
| 6M | +6.6% | -35.2% | +41.8% | +9.7% |
| YTD | +12.3% | -25.2% | +37.6% | +11.4% |
| 1Y | +12.3% | -14.3% | +26.7% | +8.3% |
| All | +47.1% | +128.6% | -81.5% | +7.9% |
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