-25.5%
AR vs AGI
+111.6%
-137.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +7.4% | -10.1% | +17.5% | +8.6% |
| 30D | +5.8% | -6.5% | +12.3% | +6.2% |
| 3M | +5.2% | -12.8% | +18.0% | +6.3% |
| 6M | +5.4% | -34.3% | +39.7% | +9.7% |
| YTD | +12.4% | -25.6% | +38.0% | +13.6% |
| 1Y | +12.8% | -14.2% | +27.0% | +11.7% |
| 3Y | +47.2% | +127.3% | -80.1% | +25.7% |
| 5Y | +101.1% | +241.8% | -140.6% | +60.9% |
| 10Y | +57.6% | +381.8% | -324.2% | +15.1% |
| All | -25.5% | +111.6% | -137.1% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling