+481.0%
D vs AGI
+5,459.2%
-4,978.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | -2.6% | +18.2% | -20.8% | -3.3% |
| 3M | 0.0% | -4.1% | +4.1% | 0.0% |
| 6M | +7.4% | -28.7% | +36.1% | +8.5% |
| YTD | +15.9% | -4.0% | +19.8% | +15.5% |
| 1Y | +18.1% | +17.4% | +0.7% | +16.6% |
| 3Y | +58.4% | +203.0% | -144.6% | +49.7% |
| 5Y | +5.2% | +376.7% | -371.5% | -2.7% |
| 10Y | +35.9% | +407.5% | -371.6% | +22.8% |
| All | +481.0% | +5,459.2% | -4,978.1% | +375.2% |
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