+636.7%
DELL vs AGI
+204.0%
+432.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -4.6% |
| 7D | -1.9% | -5.3% | +3.4% | -0.6% |
| 30D | +14.9% | +6.8% | +8.1% | +13.1% |
| 3M | +37.2% | +8.3% | +28.9% | +33.6% |
| 6M | +254.0% | -29.2% | +283.2% | +276.0% |
| YTD | +306.1% | -7.3% | +313.4% | +310.4% |
| 1Y | +312.3% | +8.0% | +304.2% | +304.3% |
| All | +636.7% | +204.0% | +432.7% | +459.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling