+38.5%
D vs AGI
+398.0%
-359.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -0.4% | +2.2% | -2.7% | -0.6% |
| 30D | -2.1% | +11.3% | -13.3% | -2.8% |
| 3M | -0.7% | +5.6% | -6.4% | -1.3% |
| 6M | +5.6% | -27.7% | +33.2% | +7.3% |
| YTD | +14.6% | -4.1% | +18.6% | +14.0% |
| 1Y | +15.3% | +13.8% | +1.6% | +13.2% |
| 3Y | +59.1% | +217.0% | -157.9% | +44.8% |
| 5Y | +3.9% | +404.3% | -400.4% | -8.3% |
| 10Y | +38.5% | +400.5% | -362.0% | +20.3% |
| All | +38.5% | +398.0% | -359.5% | +20.3% |
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