-40.3%
C vs AGI
+5,459.2%
-5,499.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.6% |
| 30D | +0.1% | +18.2% | -18.2% | -0.8% |
| 3M | +2.4% | -4.1% | +6.6% | +2.4% |
| 6M | +24.9% | -28.7% | +53.6% | +26.6% |
| YTD | +19.8% | -4.0% | +23.8% | +19.4% |
| 1Y | +44.9% | +17.4% | +27.4% | +42.7% |
| 3Y | +263.0% | +203.0% | +60.0% | +239.2% |
| 5Y | +129.5% | +376.7% | -247.1% | +108.6% |
| 10Y | +291.6% | +407.5% | -115.9% | +242.6% |
| All | -40.3% | +5,459.2% | -5,499.5% | -52.9% |
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