-45.9%
C vs AGI
+4,416.0%
-4,461.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.3% | +1.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.3% | -7.6% | +2.3% | -5.0% |
| 3M | -8.0% | -10.2% | +2.2% | -7.7% |
| 6M | -0.3% | -31.5% | +31.2% | +1.3% |
| YTD | +8.6% | -22.0% | +30.6% | +9.2% |
| 1Y | +25.8% | -7.9% | +33.7% | +25.5% |
| 3Y | +221.2% | +137.6% | +83.6% | +203.5% |
| 5Y | +113.6% | +256.7% | -143.2% | +96.7% |
| 10Y | +218.3% | +405.2% | -186.9% | +178.3% |
| All | -45.9% | +4,416.0% | -4,461.9% | -56.9% |
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