-46.7%
COMP vs AGI
+378.4%
-425.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | +4.1% | +4.4% | -0.3% | +2.6% |
| 30D | -14.5% | +10.0% | -24.5% | -17.4% |
| 3M | +41.8% | +1.7% | +40.1% | +39.8% |
| 6M | +23.6% | -26.8% | +50.4% | +34.4% |
| YTD | +1.7% | -5.3% | +7.0% | +1.0% |
| 1Y | +12.6% | +11.5% | +1.1% | +4.5% |
| 3Y | +221.9% | +212.9% | +8.9% | +84.1% |
| 5Y | -28.1% | +388.8% | -416.9% | -66.2% |
| All | -46.7% | +378.4% | -425.1% | -75.3% |
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 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