+13.5%
D vs AGI
+260.0%
-246.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | +9.0% | -7.6% | +16.6% | +9.5% |
| 3M | +1.0% | -10.2% | +11.2% | +1.6% |
| 6M | +11.0% | -31.5% | +42.5% | +14.4% |
| YTD | +19.8% | -22.0% | +41.8% | +20.7% |
| 1Y | +16.0% | -7.9% | +23.8% | +14.3% |
| 3Y | +74.4% | +137.6% | -63.2% | +47.0% |
| 5Y | +13.5% | +256.7% | -243.2% | -8.6% |
| All | +13.5% | +260.0% | -246.5% | -8.6% |
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 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