-8.8%
EQT vs AGI
+2.1%
-10.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.7% |
| 7D | -7.2% | +7.8% | -15.0% | -7.2% |
| 30D | -3.5% | -5.0% | +1.5% | -3.3% |
| 3M | -1.2% | -0.5% | -0.7% | -1.1% |
| 6M | -13.3% | -19.9% | +6.6% | -12.9% |
| YTD | -4.7% | -19.2% | +14.5% | -7.5% |
| 1Y | -8.8% | +0.6% | -9.4% | -21.1% |
| All | -8.8% | +2.1% | -10.9% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling