-13.7%
DOW vs AGI
-27.8%
+14.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.0% |
| 7D | -1.4% | -2.7% | +1.3% | -1.6% |
| 30D | -3.9% | +7.2% | -11.2% | -3.5% |
| 3M | -12.7% | +4.3% | -16.9% | -11.9% |
| 6M | -13.7% | -27.1% | +13.4% | -15.8% |
| All | -13.7% | -27.8% | +14.2% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling