-12.1%
DOW vs AGI
+653.1%
-665.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | -3.9% | +7.2% | -11.2% | -4.8% |
| 3M | -12.7% | +4.3% | -16.9% | -13.4% |
| 6M | -13.7% | -27.1% | +13.4% | -11.4% |
| YTD | +28.4% | -6.6% | +35.0% | +27.2% |
| 1Y | +21.8% | +9.5% | +12.2% | +18.0% |
| 3Y | -35.7% | +208.4% | -244.2% | -46.3% |
| 5Y | -36.8% | +401.6% | -438.5% | -50.9% |
| All | -12.1% | +653.1% | -665.2% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling