+175.9%
B vs AGI
+138.5%
+37.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | +0.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.3% | -7.6% | +3.3% | +0.9% |
| 3M | -2.3% | -10.2% | +7.9% | +5.2% |
| 6M | -16.2% | -31.5% | +15.3% | +8.2% |
| YTD | -8.8% | -22.0% | +13.2% | +4.8% |
| 1Y | +11.4% | -7.9% | +19.2% | +13.0% |
| All | +175.9% | +138.5% | +37.4% | +31.5% |
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 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