+123.4%
AS vs AGI
+136.5%
-13.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.9% | -10.1% | +5.3% | -3.0% |
| 30D | +3.9% | -6.5% | +10.4% | +4.8% |
| 3M | -9.6% | -12.8% | +3.2% | -8.0% |
| 6M | -8.7% | -34.3% | +25.6% | -2.5% |
| YTD | -19.8% | -25.6% | +5.8% | -16.5% |
| 1Y | -1.5% | -14.2% | +12.7% | +0.5% |
| All | +123.4% | +136.5% | -13.1% | +85.8% |
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