+207.0%
C vs AGI
+389.5%
-182.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +4.2% | -10.1% | +14.3% | +4.3% |
| 30D | +2.0% | -6.5% | +8.5% | +2.0% |
| 3M | -10.1% | -12.8% | +2.7% | -10.0% |
| 6M | +1.0% | -34.3% | +35.3% | +1.2% |
| YTD | +8.5% | -25.6% | +34.1% | +8.7% |
| 1Y | +25.7% | -14.2% | +40.0% | +25.9% |
| 3Y | +216.0% | +127.3% | +88.7% | +216.3% |
| 5Y | +112.3% | +241.8% | -129.5% | +113.1% |
| All | +207.0% | +389.5% | -182.5% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling