+158.8%
B vs AGI
+392.7%
-233.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.2% |
| 7D | +1.0% | +2.2% | -1.2% | -0.5% |
| 30D | +9.5% | +11.3% | -1.8% | +1.6% |
| 3M | +14.3% | +5.6% | +8.7% | +9.0% |
| 6M | -1.9% | -27.7% | +25.8% | +21.4% |
| YTD | +4.1% | -4.1% | +8.2% | +3.9% |
| 1Y | +56.1% | +13.8% | +42.3% | +37.5% |
| 3Y | +202.0% | +217.0% | -15.0% | +26.7% |
| 5Y | +158.8% | +404.3% | -245.5% | -23.4% |
| All | +158.8% | +392.7% | -233.9% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling