+199.9%
B vs AGI
+388.4%
-188.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -0.6% |
| 7D | -5.0% | -5.4% | +0.3% | -2.0% |
| 30D | +8.7% | +6.6% | +2.1% | +5.0% |
| 3M | +17.3% | +8.2% | +9.1% | +11.8% |
| 6M | -5.0% | -29.3% | +24.3% | +14.4% |
| YTD | +1.4% | -7.4% | +8.8% | +4.5% |
| 1Y | +50.5% | +7.9% | +42.6% | +42.8% |
| 3Y | +194.4% | +206.2% | -11.9% | +60.5% |
| 5Y | +156.7% | +397.6% | -240.9% | +8.8% |
| All | +199.9% | +388.4% | -188.5% | +21.5% |
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