+249.7%
B vs AGI
+4,206.7%
-3,957.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -7.3% | -10.1% | +2.8% | -3.0% |
| 30D | -3.3% | -6.5% | +3.2% | -0.6% |
| 3M | -7.8% | -12.8% | +5.1% | -2.1% |
| 6M | -15.5% | -34.3% | +18.8% | +0.6% |
| YTD | -12.3% | -25.6% | +13.4% | -0.9% |
| 1Y | +5.4% | -14.2% | +19.6% | +12.4% |
| 3Y | +165.5% | +127.3% | +38.3% | +92.6% |
| 5Y | +107.0% | +241.8% | -134.7% | +27.7% |
| 10Y | +210.6% | +381.8% | -171.2% | +51.2% |
| All | +249.7% | +4,206.7% | -3,957.1% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling