+131.9%
AS vs AGI
+148.0%
-16.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -2.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +9.6% | -7.6% | +17.2% | +10.7% |
| 3M | -8.2% | -10.2% | +2.0% | -7.1% |
| 6M | -9.9% | -31.5% | +21.6% | -4.6% |
| YTD | -16.8% | -22.0% | +5.2% | -14.1% |
| 1Y | +3.0% | -7.9% | +10.9% | +4.0% |
| All | +131.9% | +148.0% | -16.1% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling