-49.3%
COMP vs AGI
+318.2%
-367.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.9% |
| 7D | +13.4% | +16.0% | -2.5% | +8.0% |
| 30D | +11.1% | +1.0% | +10.1% | +10.3% |
| 3M | -18.8% | +2.5% | -21.3% | -20.1% |
| 6M | +10.5% | -24.0% | +34.5% | +18.8% |
| YTD | -3.4% | -17.2% | +13.8% | -0.2% |
| 1Y | +19.7% | +4.9% | +14.8% | +14.4% |
| 3Y | +381.6% | +142.6% | +239.0% | +201.3% |
| 5Y | -17.6% | +315.2% | -332.8% | -59.7% |
| All | -49.3% | +318.2% | -367.6% | -75.6% |
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