-25.6%
AR vs AGI
+112.6%
-138.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.8% |
| 7D | +6.4% | -7.5% | +13.9% | +7.3% |
| 30D | +3.1% | -9.9% | +13.0% | +4.0% |
| 3M | +3.3% | -14.2% | +17.4% | +4.6% |
| 6M | +6.6% | -35.2% | +41.8% | +11.0% |
| YTD | +12.3% | -25.2% | +37.6% | +13.4% |
| 1Y | +12.3% | -14.3% | +26.7% | +11.2% |
| 3Y | +50.4% | +127.7% | -77.2% | +28.5% |
| 5Y | +101.0% | +243.4% | -142.4% | +60.7% |
| 10Y | +57.5% | +384.1% | -326.7% | +14.9% |
| All | -25.6% | +112.6% | -138.2% | -50.7% |
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 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