+131.6%
C vs AGI
+390.0%
-258.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +3.2% | +4.4% | -1.2% | +2.8% |
| 30D | +1.3% | +10.0% | -8.7% | +0.4% |
| 3M | +3.1% | +1.7% | +1.4% | +2.6% |
| 6M | +29.6% | -26.8% | +56.4% | +32.3% |
| YTD | +19.0% | -5.3% | +24.3% | +18.1% |
| 1Y | +45.6% | +11.5% | +34.2% | +41.9% |
| 3Y | +269.3% | +212.9% | +56.4% | +210.3% |
| 5Y | +131.6% | +388.8% | -257.2% | +79.3% |
| All | +131.6% | +390.0% | -258.5% | +79.3% |
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