+112.4%
C vs AGI
+318.8%
-206.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.2% |
| 7D | -0.9% | +17.4% | -18.3% | -2.5% |
| 30D | -5.4% | -0.9% | -4.5% | -5.5% |
| 3M | -9.2% | -1.6% | -7.6% | -9.3% |
| 6M | -1.8% | -24.7% | +22.9% | +0.1% |
| YTD | +6.7% | -15.3% | +21.9% | +6.7% |
| 1Y | +23.5% | +5.5% | +18.0% | +20.9% |
| 3Y | +219.8% | +154.5% | +65.3% | +171.9% |
| 5Y | +112.4% | +310.6% | -198.2% | +61.4% |
| All | +112.4% | +318.8% | -206.4% | +61.4% |
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