+2.1%
AS vs AGI
-1.1%
+3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.8% | -5.7% | +2.6% |
| 7D | +13.8% | -5.3% | +19.0% | +14.8% |
| 30D | +16.7% | -7.1% | +23.8% | +18.2% |
| 3M | -11.5% | +4.4% | -15.9% | -13.9% |
| 6M | -5.5% | -23.0% | +17.5% | -0.7% |
| YTD | -14.2% | -22.0% | +7.8% | -11.9% |
| 1Y | +2.1% | +0.3% | +1.8% | -8.1% |
| All | +2.1% | -1.1% | +3.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling