+404.1%
AU vs AGI
+5,453.2%
-5,049.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | +0.6% | +2.2% | -1.6% | -0.4% |
| 30D | +12.3% | +11.3% | +1.0% | +7.1% |
| 3M | +29.4% | +5.6% | +23.7% | +26.9% |
| 6M | +3.2% | -27.7% | +30.9% | +21.8% |
| YTD | +31.8% | -4.1% | +35.9% | +37.0% |
| 1Y | +83.4% | +13.8% | +69.6% | +77.5% |
| 3Y | +623.1% | +217.0% | +406.1% | +356.3% |
| 5Y | +700.5% | +404.3% | +296.2% | +320.8% |
| 10Y | +717.6% | +400.5% | +317.1% | +315.9% |
| All | +404.1% | +5,453.2% | -5,049.1% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling