-10.4%
DOW vs AGI
+663.4%
-673.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -2.9% | +4.4% | -7.3% | -3.4% |
| 30D | +2.0% | +10.0% | -8.0% | +0.8% |
| 3M | -12.5% | +1.7% | -14.3% | -13.0% |
| 6M | -9.2% | -26.8% | +17.6% | -6.8% |
| YTD | +30.8% | -5.3% | +36.1% | +29.4% |
| 1Y | +29.4% | +11.5% | +17.9% | +25.1% |
| 3Y | -34.6% | +212.9% | -247.5% | -45.4% |
| 5Y | -35.9% | +388.8% | -424.7% | -50.1% |
| All | -10.4% | +663.4% | -673.8% | -30.8% |
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