+492.2%
COR vs AGI
+389.5%
+102.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.0% |
| 7D | +7.8% | -10.1% | +18.0% | +8.0% |
| 30D | +7.0% | -6.5% | +13.5% | +7.1% |
| 3M | +16.3% | -12.8% | +29.1% | +16.4% |
| 6M | +41.3% | -34.3% | +75.6% | +42.2% |
| YTD | +7.1% | -25.6% | +32.7% | +7.5% |
| 1Y | -0.8% | -14.2% | +13.4% | -0.9% |
| 3Y | +85.0% | +127.3% | -42.3% | +80.2% |
| 5Y | +203.9% | +241.8% | -37.9% | +192.5% |
| All | +492.2% | +389.5% | +102.7% | +477.9% |
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