+20.1%
COMP vs AGI
-1.1%
+21.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.8% | -3.1% | +3.6% |
| 7D | +9.5% | -5.3% | +14.8% | +11.2% |
| 30D | +8.1% | -7.1% | +15.2% | +10.4% |
| 3M | -16.3% | +4.4% | -20.8% | -18.6% |
| 6M | +42.2% | -23.0% | +65.2% | +54.0% |
| YTD | -5.0% | -22.0% | +17.0% | +2.2% |
| 1Y | +20.1% | +0.3% | +19.8% | +14.2% |
| All | +20.1% | -1.1% | +21.2% | +14.2% |
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