+143.7%
AR vs AGI
+392.7%
-248.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -1.2% | +2.2% | -3.4% | -1.5% |
| 30D | +5.5% | +11.3% | -5.7% | +3.5% |
| 3M | +12.9% | +5.6% | +7.2% | +11.0% |
| 6M | +0.1% | -27.7% | +27.7% | +4.9% |
| YTD | +13.5% | -4.1% | +17.6% | +10.0% |
| 1Y | +21.6% | +13.8% | +7.8% | +11.7% |
| 3Y | +46.0% | +217.0% | -171.1% | -4.1% |
| 5Y | +143.7% | +404.3% | -260.6% | +31.9% |
| All | +143.7% | +392.7% | -248.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling