-46.5%
COMP vs AGI
+328.2%
-374.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.9% |
| 7D | +14.5% | +17.4% | -2.9% | +8.6% |
| 30D | +14.9% | -0.9% | +15.9% | +14.8% |
| 3M | -14.2% | -1.6% | -12.6% | -14.4% |
| 6M | +23.7% | -24.7% | +48.4% | +33.5% |
| YTD | +2.1% | -15.3% | +17.3% | +4.6% |
| 1Y | +26.2% | +5.5% | +20.7% | +20.4% |
| 3Y | +470.9% | +154.5% | +316.4% | +251.0% |
| 5Y | -14.0% | +310.6% | -324.6% | -58.3% |
| All | -46.5% | +328.2% | -374.7% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling