+579.1%
AU vs AGI
+206.1%
+373.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -4.3% | -2.7% | -1.5% | -1.7% |
| 30D | +7.3% | +7.2% | +0.1% | +0.8% |
| 3M | +26.3% | +4.3% | +22.1% | +21.0% |
| 6M | +1.8% | -27.1% | +28.9% | +35.8% |
| YTD | +26.8% | -6.6% | +33.4% | +32.8% |
| 1Y | +66.7% | +9.5% | +57.2% | +49.4% |
| 3Y | +579.1% | +208.4% | +370.6% | +137.9% |
| All | +579.1% | +206.1% | +373.0% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling