-20.1%
AS vs AGI
-30.5%
+10.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.0% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -19.6% | +18.2% | -37.8% | -23.5% |
| 3M | -14.4% | -4.1% | -10.2% | -12.9% |
| 6M | -20.1% | -28.7% | +8.6% | -8.1% |
| All | -20.1% | -30.5% | +10.4% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling