+3.5%
B vs AGI
-12.3%
+15.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -0.2% |
| 7D | -6.2% | -7.5% | +1.3% | -0.9% |
| 30D | -6.6% | -9.9% | +3.3% | +0.1% |
| 3M | -7.9% | -14.2% | +6.3% | +2.2% |
| 6M | -16.8% | -35.2% | +18.4% | +10.3% |
| YTD | -11.7% | -25.2% | +13.6% | +3.6% |
| 1Y | +3.5% | -14.3% | +17.8% | +6.2% |
| All | +3.5% | -12.3% | +15.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling