+4,678.1%
DE vs AGI
+5,453.2%
-775.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -3.0% | +2.2% | -5.2% | -3.2% |
| 30D | +11.1% | +11.3% | -0.1% | +10.1% |
| 3M | +17.6% | +5.6% | +12.0% | +16.7% |
| 6M | +13.6% | -27.7% | +41.3% | +15.9% |
| YTD | +46.3% | -4.1% | +50.3% | +45.6% |
| 1Y | +44.2% | +13.8% | +30.4% | +41.1% |
| 3Y | +76.6% | +217.0% | -140.5% | +57.3% |
| 5Y | +98.2% | +404.3% | -306.1% | +68.3% |
| 10Y | +863.5% | +400.5% | +463.0% | +673.1% |
| All | +4,678.1% | +5,453.2% | -775.1% | +3,014.8% |
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