+23.0%
C vs AGI
-3.7%
+26.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.7% |
| 7D | -0.4% | +13.9% | -14.3% | -1.7% |
| 30D | -5.2% | -6.2% | +1.1% | -4.8% |
| 3M | -9.1% | -6.9% | -2.1% | -8.8% |
| 6M | -1.6% | -28.7% | +27.1% | +0.3% |
| YTD | +6.9% | -19.8% | +26.7% | +5.3% |
| 1Y | +23.0% | -4.8% | +27.8% | +15.7% |
| All | +23.0% | -3.7% | +26.7% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling