-29.9%
COMP vs AGI
+385.7%
-415.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -13.3% | +18.2% | -31.6% | -18.6% |
| 3M | +41.1% | -4.1% | +45.2% | +41.7% |
| 6M | +17.2% | -28.7% | +45.9% | +29.4% |
| YTD | +5.2% | -4.0% | +9.2% | +3.7% |
| 1Y | +18.9% | +17.4% | +1.5% | +7.1% |
| 3Y | +215.9% | +203.0% | +12.9% | +67.4% |
| All | -29.9% | +385.7% | -415.6% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling