+193.3%
B vs AGI
+210.3%
-17.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.4% |
| 7D | +2.3% | +4.4% | -2.1% | -0.8% |
| 30D | +1.4% | +10.0% | -8.6% | -5.3% |
| 3M | +12.2% | +1.7% | +10.4% | +9.7% |
| 6M | -2.1% | -26.8% | +24.7% | +20.2% |
| YTD | +2.9% | -5.3% | +8.3% | +3.4% |
| 1Y | +55.3% | +11.5% | +43.8% | +37.7% |
| All | +193.3% | +210.3% | -17.0% | +20.7% |
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