+216.9%
B vs AGI
+391.9%
-175.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -0.8% |
| 7D | -6.2% | -7.5% | +1.3% | -1.9% |
| 30D | -6.6% | -9.9% | +3.3% | -1.1% |
| 3M | -7.9% | -14.2% | +6.3% | +0.3% |
| 6M | -16.8% | -35.2% | +18.4% | +5.3% |
| YTD | -11.7% | -25.2% | +13.6% | +2.5% |
| 1Y | +3.5% | -14.3% | +17.8% | +11.6% |
| 3Y | +165.7% | +127.7% | +38.0% | +71.2% |
| 5Y | +108.4% | +243.4% | -135.0% | +8.0% |
| All | +216.9% | +391.9% | -175.0% | +20.6% |
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