+6.5%
D vs AGI
+390.0%
-383.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +0.8% | +4.4% | -3.6% | +0.3% |
| 30D | -0.7% | +10.0% | -10.7% | -1.7% |
| 3M | +2.1% | +1.7% | +0.3% | +1.6% |
| 6M | +6.8% | -26.8% | +33.6% | +9.6% |
| YTD | +16.5% | -5.3% | +21.9% | +15.6% |
| 1Y | +19.2% | +11.5% | +7.7% | +15.4% |
| 3Y | +61.9% | +212.9% | -151.1% | +33.5% |
| 5Y | +6.5% | +388.8% | -382.2% | -17.7% |
| All | +6.5% | +390.0% | -383.5% | -17.7% |
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